Can Technical Analysis Improve the Ability of the GARCH Model to Predict Foreign Exchange Volatility?
碩士 === 國立成功大學 === 財務金融研究所 === 101 === This paper examines the predictive and profitable ability of technical analysis in the foreign exchange volatility. We apply five technical indicators (FR, MA, CB, SR and MOM) which total 1,085 technical trading rules to four different foreign exchange rates (AU...
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| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/28170720819861319222 |