Application of Stock Price Forecasting in Technical Analysis

碩士 === 國立雲林科技大學 === 財務金融系 === 106 === In this study, we use FCVAR(fractionally cointegrated vector autoregressive) to forecast the high prices and low prices. The study sample is 45 of the Taiwan 50 constituent stocks in TWSE from 2000 to 2017. The empirical result show that the highest and lowest p...

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Bibliographic Details
Main Authors: WU,JIAN-ZHANG, 吳健彰
Other Authors: LIN, SHIN-HUNG
Format: Others
Language:zh-TW
Published: 2018
Online Access:http://ndltd.ncl.edu.tw/handle/m75dr4