The Study of Trading Strategy of TAIEX Futures: An Approach of Information-Gap Uncertainty Model

碩士 === 國立虎尾科技大學 === 財務金融研究所 === 101 === In this study, I use the information-gap uncertainty model to predict the turning points of the price series in the TAIEX Futures market and try to apply these turning points to the speculative trade. The data spans from January 2001 to December 2011. Under th...

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Bibliographic Details
Main Authors: Jia-Lian Tsai, 蔡佳璉
Other Authors: Chiang-Ho Hsu
Format: Others
Language:zh-TW
Published: 2013
Online Access:http://ndltd.ncl.edu.tw/handle/8p9r6v