A Study of Profitability of Technical Trading Rules in Global Futures Markets
碩士 === 國立成功大學 === 財務金融研究所 === 99 === This paper discusses Profitability of Technical Trading Rules in Global Futures It has been a disputation for a long time in the past.Based on Hansen’s SPA test (test for superior predictive ability), we examine the profitability of a universe of 20,970technical...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/32836845070348019367 |