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  • Search: subject:"Hurst coefficients"
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Subject
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Börsenkurs 2 Capital income 2 Derivat 2 Derivative 2 Forecasting model 2 Hurst coefficients 2 Kapitaleinkommen 2 Prognoseverfahren 2 Share price 2 Aktienmarkt 1 Anlageverhalten 1 Autocorrelation 1 Autokorrelation 1 Behavioural finance 1 Commodity derivative 1 Commodity exchange 1 Emerging economies 1 Emerging stock markets 1 Estimation 1 Fractal dynamics 1 Gold 1 Local Hurst coefficients 1 Method of moments 1 Momentenmethode 1 Momentum 1 Portfolio selection 1 Portfolio-Management 1 Predictability 1 Regression analysis 1 Regressionsanalyse 1 Rohstoffderivat 1 Schwellenländer 1 Schätzung 1 Securities trading 1 Silber 1 Silver 1 Spread 1 Stock market 1 Time series analysis 1 Trading rules 1
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Undetermined 3
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 3 Aufsatz in Zeitschrift 3
Language
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English 3
Author
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Auer, Benjamin R. 3 Mehlitz, Julia S. 1
Published in...
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Emerging markets review 1 Finance research letters 1 The European journal of finance 1
Source
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ECONIS (ZBW) 3
Showing 1 - 3 of 3
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Memory-enhanced momentum in commodity futures markets
Mehlitz, Julia S.; Auer, Benjamin R. - In: The European journal of finance 30 (2024) 8, pp. 773-802
Persistent link: https://www.econbiz.de/10014547998
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On time-varying predictability of emerging stock market returns
Auer, Benjamin R. - In: Emerging markets review 27 (2016), pp. 1-13
Persistent link: https://www.econbiz.de/10011670949
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On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations
Auer, Benjamin R. - In: Finance research letters 16 (2016), pp. 255-267
Persistent link: https://www.econbiz.de/10011656212
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