Volatility and Technical Analysis:Empirical Evidence of Taiwan Stock Market
碩士 === 亞洲大學 === 財務金融學系碩士在職專班 === 106 === This paper use the companies listed on TSE as the sample to establish the efficiency portfolio for the period 1990-2017 to create a portfolio. This paper also employ CAPM, Fama-French three-factor model and the approach similar to Han, Yang and Zhou (2011) to...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/u9dnwd |