Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets
Kwang-il Choe; Joshua Krausz; Kiseok Nam
| Year of publication: |
2011
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|---|---|
| Authors: | Choe, Kwang-il ; Krausz, Joshua ; Nam, Kiseok |
| Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 36.2011, 3, p. 323-353
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| Subject: | Technical trading strategies | Asymmetric reverting property | Nonlinear autoregressive models | Pacific Basin stock markets | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Autokorrelation | Autocorrelation | Wertpapierhandel | Securities trading | Asiatisch-pazifischer Raum | Asia-Pacific region | Finanzanalyse | Financial analysis | ARCH-Modell | ARCH model | Volatilität | Volatility |
| 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://ebvufind01.dmz1.zbw.eu/10009272482