The Cointegration and Pairs Trading Strategy of High Frequency Foreign Exchange Rate with Functional Data Analysis

碩士 === 國立中興大學 === 財務金融學系所 === 107

Bibliographic Details
Main Authors: Chieh-Yu Wang, 王婕瑜
Other Authors: Mei-Yuan Chen
Format: Others
Language:zh-TW
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/cgi-bin/gs32/gsweb.cgi/login?o=dnclcdr&s=id=%22107NCHU5304015%22.&searchmode=basic