Applying Cointegration model for Pairs Trading in Taiwan’s Stock Market
碩士 === 國立高雄應用科技大學 === 金融系金融資訊碩士班 === 102 === This article applying cointegration model for pairs trading in Taiwan stock market performance of empirical analysis, the article not use industry to classification stock what use concept stock to classification.After classify stock, the article uses trad...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2014
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| Online Access: | http://ndltd.ncl.edu.tw/handle/26gkzc |