An Empirical Study of Technical Analysis in Taiwan Stock Market
碩士 === 國立雲林科技大學 === 財務金融系碩士班 === 92 === Abstract This study uses the well-defined Markov Time Rules by Neftci (1991) together with the Moving Average rules by Brock et al. (1992) to test if nonlinearity exists in the daily trading data of Taiwan Stock Exchange Index (TSE Index.) Based on the da...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
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| Online Access: | http://ndltd.ncl.edu.tw/handle/33306408414627356995 |