Asymmetric return dynamics and technical trading strategies
Kiseok Nam; Kenneth M. Washer; Quentin C. Chu
| Year of publication: |
2005
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|---|---|
| Authors: | Nam, Kiseok ; Washer, Kenneth M. ; Chu, Quentin C. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 29.2005, 2, p. 391-418
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| Subject: | Wertpapierhandel | Securities trading | Strategie | Strategy | Kapitaleinkommen | Capital income | Nichtlineare Optimierung | Nonlinear programming | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002485312