The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach
收藏NBER1991-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w3818
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资源简介：
In this paper, we present new evidence on the profitability and statistical significance of technical trading rules in the foreign exchange market. We utilize a new data base, currency futures contracts for the period 1976-1990, and we implement a new testing procedure based on bootstrap methodology
提供机构：
美国国家经济研究局
创建时间：
1991-08-01
