Applying Technical Analysis to FX Volatility ForecastingUsing GARCH Model
碩士 === 國立中興大學 === 統計學研究所 === 105 === The main purpose of this paper is to applying technical analysis to promote GARCH model of predictive ability in the foreign exchange volatility. We use realized volatility as data and applying four technical indicators (FR, MA, SR, CB ) to produce technical tra...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2017
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| Online Access: | http://ndltd.ncl.edu.tw/handle/52237122548679605674 |