Technical trading rules in the exchange rate markets and central bank intervention
碩士 === 國立政治大學 === 國際經營與貿易研究所 === 97 === In this paper we construct a huge universe of simple trading rules and apply White’s Reality Check to mitigate data-snooping bias then detect the profitability of technical trading rules. We find that technical analysis is useful no matter in the full sample t...
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| Format: | Others |
| Language: | en_US |
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2009
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| Online Access: | http://ndltd.ncl.edu.tw/handle/03073581272570043863 |