Time series reversal in trend‐following strategies
| Year of publication: |
2021
|
|---|---|
| Authors: | Liu, Jiadong ; Papailias, Fotis |
| Published in: |
European Financial Management. - Wiley, ISSN 1468-036X, ZDB-ID 1480712-9. - 2021 (30.12.)
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/eufm.12349 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012809553