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...

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Bibliographic Details
Main Authors: Yun-Shan Dai, 戴韻珊
Other Authors: Wei-Ming Lee
Format: Others
Language:en_US
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/51345474358941821969