How to make a profitable trading strategy more profitable?
Terence Tai-Leung Chong; Tau-Hing Lam
| Year of publication: |
2013
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|---|---|
| Authors: | Chong, Terence Tai-Leung ; Lam, Tau-hing |
| Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 231534-8. - Vol. 58.2013, 3, p. 1-17
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| Subject: | SETAR model | bootstrap | GARCH-M model | combined strategy | market efficiency | Effizienzmarkthypothese | Efficient market hypothesis | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Rentabilität | Profitability |
| 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/10010199695