Technical analysis, spread trading, and data snooping control
Ioannis Psaradellis, Jason Laws, Athanasios A. Pantelous, Georgios Sermpinis
| Year of publication: |
2023
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|---|---|
| Authors: | Psaradellis, Ioannis ; Laws, Jason ; Pantelous, Athanasios A. ; Sermpinis, Georgios |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 39.2023, 1, p. 178-191
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| Subject: | Bootstrap test | False discovery rate | Portfolio performance | Spread trading predictability | Technical trading rules | Finanzanalyse | Financial analysis | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2021.10.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014462774