Advanced frequency and time domain filters for currency portfolio management
Year of publication: |
2006
|
---|---|
Authors: | Dunis, Christian ; Miao, Jia |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 7.2006, 1, p. 22-30
|
Saved in:
Saved in favorites
Similar items by person
-
Trading foreign exchange portfolios with volatility filters: the carry model revisited
Dunis, Christian, (2007)
-
Volatility filters for asset management: an application to managed futures
Dunis, Christian, (2006)
-
Volatility filters for asset management: an application to managed futures
Dunis, Christian, (2006)
- More ...