A MOMENTUM TRADING STRATEGY OF APPLYING HODRICK-PRESCOTT FILTER TO MODIFY THE MOVING AVERAGE RULE
碩士 === 南華大學 === 企業管理系管理科學碩博士班 === 101 === Moving average rule is commonly served as the technical index for making the timing signal according to the price momentum. However, the chief defect associated with the traditional moving average rule is its excessive sensitivness to temporary price chang...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/27670141714171899029 |