Examining The Performance Of Volatility Forecasting In Using Technical Analysis- Evidence From U.S. Stock Indexes
碩士 === 國立中興大學 === 統計學研究所 === 104 === We use Dow Jones Industrial Average and S&P 500 Index as the data to discuss the effectiveness of technical analysis predicting volatility. We first use realized volatility to produce technical trading signals. We then use these trading signals adding to the...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/66754406331418428460 |