A momentum trading strategy based on the multi-frequency component of the exchange rate forecasting model

碩士 === 銘傳大學 === 財務金融學系碩士班 === 98 === Due to the world''s rapid pace of internationalization and the factors that affect exchange rate become more and more, forecasting the exchange rate become more difficult. This research use five currencies (EUR, JPY, GBP, NTD, THB) against the...

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Bibliographic Details
Main Authors: Hsiang-Jung Lin, 林相融
Other Authors: Chung-Jen Yang
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/76617809923979841741