The Profitability of Technical Analysis on the Global Stock Index and Futures Index
碩士 === 東海大學 === 財務金融學系 === 103 === This study applies two signals, which are global stock index and futures index, on stock index trading and tests the profitability with technical trading rule. Our methodology is based on moving average rules of Brock, Lakonishok and LaBaron(1992), and use three ki...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/yec9us |