The Significance of Technical Trading-Rule Profits in the Foreign Exchange Market: A Bootstrap Approach
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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
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美国国家经济研究局创建时间：
1991-08-01
