應用技術分析於外匯期貨市場是否具超額報酬:前行測試方法檢驗
碩士 === 國立東華大學 === 經濟學系 === 99 === This paper discusses whether the use of technical analysis in the foreign exchange futures markets generates excess return. Based on walk forward analysis and White's reality check, we select 9 kinds of common trading systems to test their performance in 6 FX f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/16013182744084113066 |