Empirical Research of Mean-reversion Trading Strategies in Agricultural Products Markets

碩士 === 國立中山大學 === 財務管理學系研究所 === 106 === This study focuses on the mean-reversion among agriculture futures, research object includes three major grain futures (soybean, wheat, corn, respectively) and four soft commodities with great trading volume (cotton, coffee, cocoa, sugar No.11, respectively)....

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Bibliographic Details
Main Authors: Yueh-Chun Chung, 鍾岳峻
Other Authors: Der-Ming Lieu
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/sbw9pq