On Predictability in the Taiwan Foreign Exchange Market
博士 === 國立中正大學 === 國際經濟所 === 98 === Numerous empirical studies examine the efficiency of the foreign exchange markets by answering two basic questions: first, whether exchange rate returns follow a martingale difference (MD) process and hence are serially uncorrelated; second, whether technical trad...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | en_US |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/51345474358941821969 |