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    請使用永久網址來引用或連結此文件: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/113718

    題名: Do variable length moving average trading rules Matter during a financial crisis period?
    作者: Yen-Sen Ni;Jen-Tsai Lee;Yi-Ching Liao
    關鍵詞: financial crisis;variable length MA;stock markets;BRICs
    日期: 2013-02
    上傳時間: 2018-06-21 12:10:46 (UTC+8)
    摘要: When analysing the data periods including the pre-financial and financial crisis periods, the results show that investors might make profits by using Variable Length Moving Average (VMA) trading rules as buying signals rather than as selling signals shown for the Brazil, Russia, India and China (BRIC) stock markets. However, investors may find it difficult to make profits in a financial crisis period, suggesting that more detailed information should be investigated, since the significant results shown during the full period might not reveal the differences between the pre-financial and financial crisis periods.
    關聯: Applied Economics Letters 20(2), p.135-141
    DOI: doi.org/10.1080/13504851.2012.684784
    顯示於類別:[管理科學學系暨研究所] 期刊論文


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