The real-life performance of market timing with moving average and time-series momentum rules
Valeriy Zakamulin
| Year of publication: |
2014
|
|---|---|
| Authors: | Zakamulin, Valeriy |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 15.2014, 4, p. 261-278
|
| Subject: | technical analysis | market timing | simple moving average | time-series momentum | out-of-sample testing | Zeitreihenanalyse | Time series analysis | Finanzanalyse | Financial analysis | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Aktienmarkt | Stock market | Wertpapierhandel | Securities trading | ARMA-Modell | ARMA model | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| 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/10010476240