The Trading Performance of Filter Rule on TaiwanGovernment Bond Market
碩士 === 國立高雄第一科技大學 === 財務管理所 === 94 === ABSTRACT This study aims to examine the performances of government bonds evaluated by filter rule, moving average strategy, and score moving average strategy. These three investment strategies are used as the basis to examine whether investors earn excess retur...
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2005
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| Online Access: | http://ndltd.ncl.edu.tw/handle/74145948491341112969 |