Empirical Research of Mean-reversion Trading Strategies in Agricultural Products Markets
碩士 === 國立中山大學 === 財務管理學系研究所 === 106 === This study focuses on the mean-reversion among agriculture futures, research object includes three major grain futures (soybean, wheat, corn, respectively) and four soft commodities with great trading volume (cotton, coffee, cocoa, sugar No.11, respectively)....
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2018
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| Online Access: | http://ndltd.ncl.edu.tw/handle/sbw9pq |