Investing in TW Future by Using High-Frequency Data – Open Price Breakout Strategy
碩士 === 東吳大學 === 經濟學系 === 105 === The purpose of this thesis is to find out whether the optimal f, which is estimated by Vince (2009)'s LSM model, can be used as a technical indicator for high frequency data of futures as a way to judge the entry and exit of transactions. Therefore, this thesis...
| 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/ms8tna |