Trading signal, functional data analysis and time series momentum
Sabri Boubaker, Zhenya Liu, Shanglin Lu, Yifan Zhang
| Year of publication: |
2021
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|---|---|
| Authors: | Boubaker, Sabri ; Liu, Zhenya ; Lu, Shanglin ; Zhang, Yifan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 42.2021, p. 1-8
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| Subject: | Asset pricing | Functional data analysis | Futures pricing | Time series momentum | Trading signal | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Börsenkurs | Share price | Theorie | Theory | Prognoseverfahren | Forecasting model | Momentenmethode | Method of moments |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.101933 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014581379