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  • 學位論文

台指期貨當沖交易運用交易策略有效性之研究

An Study on the Effectiveness of Trading Futures within One Day for Taiwan Futures Markets

指導教授 : 倪衍森
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關鍵字

期貨 當沖 交易策略

並列摘要


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參考文獻


10. 黃彥聖,1995,「移動平均法的投資績效」,管理評論,第14 卷、第1 期,頁47-68。
Random Walks, pp.199-218, in P. Cootner, ed.: The Random Character of Stock Market Prices (MIT Press, Cambridge, Mass.)
3. Anders, U., Korn, O. and Schmitt, C. (1998), “Improving the Pricing of Options: A Neural Network Approach, Journal of Forecasting 17, pp.369-388.
4. Brock, William, Josef Lakonishok, and Blake LeBaron, (1992), Simple Technical Trading Rules and the Stochastic Properties of Stock Returns, Journal of Finance 47, pp.1731-1764.
5. Blume, L., D. Easley. and M. O’Hara, (1994), Market Statistics and TechnicalAnalysis: The Role of Volume, Journal of Finance 47, pp.153-181.

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