Trading foreign exchange portfolios with volatility filters : the carry model revisited
Christian L. Dunis and Jia Miao
| Year of publication: |
2007
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|---|---|
| Authors: | Dunis, Christian ; Miao, Jia |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 1/3, p. 249-255
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| Subject: | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Portfolio-Management | Portfolio selection | EU-Staaten | EU countries | Japan | USA | United States | Schweiz | Switzerland | 1999-2005 |
| 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/10003427070