Can exchange-traded funds be profitably traded with the trading range breakout technical trading rule?
Kok-Leong Yap, Wee-Yeap Lau and Izlin Ismail
| Year of publication: |
2022
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|---|---|
| Authors: | Yap, Kok-Leong ; Wee, Yeap Lau ; Izlin Ismail |
| Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 9.2022, 4, Art.-No. 2250027, p. 1-21
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| Subject: | exchange-traded fund | GARCH | Trading range breakout | volatility | West Texas intermediate | Wertpapierhandel | Securities trading | Volatilität | Volatility | Finanzanalyse | Financial analysis | Indexderivat | Index derivative | ARCH-Modell | ARCH model | Investmentfonds | Investment Fund | Aktienindex | Stock index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S242478632250027X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014234451