The Profitability of Combined Strategies in the Asian Stock Markets
碩士 === 國立政治大學 === 國際貿易研究所 === 95 === Following Fang and Xu (2003), we examine trading strategies combining technical trading rules and times series forecasts on six Asian stock markets. Since both technical trading rules and time series models can exploit predictable components as function of past p...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2007
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/79192898640729014051 |