Examining the Performance of Technical Analysis in Futures Markets with the SSPA Test and the BRC
碩士 === 國立成功大學 === 財務金融研究所 === 98 === To examine the superior performance of technical analysis, we apply a larger universe of 20,970 technical trading rules to twenty futures markets using the Bootstrap Reality Check (BRC) and the stepwise superior predictive ability (SSPA) test. The transaction cos...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/80644451840562326300 |