On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations
Year of publication: |
February 2016
|
---|---|
Authors: | Auer, Benjamin R. |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 16.2016, p. 255-267
|
Subject: | Fractal dynamics | Hurst coefficients | Trading rules | Gold | Silver | Spread | Silber | Derivat | Derivative | Wertpapierhandel | Securities trading |
-
On the long run relationship between gold and silver prices : a note
Ciner, Cetin, (2001)
-
Price discovery in strategically-linked markets : the case of the gold-silver spread
Adrangi, Bahram, (2000)
-
Guirguis, Michel, (2021)
- More ...
-
A note on Guo and Xiao's (2016) results on monotonic functions of the Sharpe ratio
Auer, Benjamin R., (2018)
-
PerformancemessungTheoretische Maße und empirische Umsetzungmit VBA
Seitz, Franz, (2008)
-
Performancemessung: Theoretische Maße und empirische Umsetzung mit VBA
Seitz, Franz, (2008)
- More ...