Market Efficiency in Precious Metal Markets:An Empirical Study on The Efficacy of Technical Analysis of Ten Major Metal Markets
碩士 === 雲林科技大學 === 財務金融系碩士班 === 98 === This study tests the efficacy of technical analysis in the precious metal markets.We use White’s (2000) reality check and Hansen’s (2005) test of superior prediction ability to ascertain the existence of profitable trading rules among the universe of 7846 tradin...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2010
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Online Access: | http://ndltd.ncl.edu.tw/handle/43239192266250343872 |