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)....
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 |
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