Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets
| Year of publication: |
2011
|
|---|---|
| Authors: | Choe, Kwang-il ; Krausz, Joshua ; Nam, Kiseok |
| Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 36.2011, 3, p. 323-353
|
| Publisher: |
Springer |
| Subject: | Technical trading strategies | Asymmetric reverting property | Nonlinear autoregressive models | Pacific Basin stock markets |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008925898