English  |  正體中文  |  简体中文  |  全文筆數/總筆數 : 51931/87076 (60%)
造訪人次 : 8496664      線上人數 : 112
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜尋範圍 查詢小技巧:
  • 您可在西文檢索詞彙前後加上"雙引號",以獲取較精準的檢索結果
  • 若欲以作者姓名搜尋,建議至進階搜尋限定作者欄位,可獲得較完整資料
  • 進階搜尋
    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/987654321/90307

    題名: Do Variable Length Moving Average Trading Rules Matter during a Financial Crisis period?
    作者: Ni, Yen-sen;Lee, Jen-tsai;Liao, Yi-ching
    貢獻者: 淡江大學管理科學學系
    關鍵詞: financial crisis;variable length MA;stock markets;BRICs;G10;G14
    日期: 2013-01-01
    上傳時間: 2013-06-10 16:08:51 (UTC+8)
    出版者: Abingdon: Routledge
    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), pp.135-141
    DOI: 10.1080/13504851.2012.684784
    顯示於類別:[管理科學學系暨研究所] 期刊論文


    檔案 描述 大小格式瀏覽次數



    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回饋