Can Technical Trading Rules Help the GARCH Model Predict FX Volatility?
碩士 === 國立成功大學 === 財務金融研究所碩士在職專班 === 102 === This paper examines the predictive and profitable ability of technical analysis in the foreign exchange volatility. We apply five technical indicators (FR, MA, CB, SR and MOM) which total 27 technical trading rules to two different foreign exchange rates (...
| 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/xf6h6r |