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...
Main Authors: | , |
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Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2013
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Online Access: | http://ndltd.ncl.edu.tw/handle/8p9r6v |