EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"contract rollover"
Narrow search

Narrow search

Year of publication
Subject
All
Börsenkurs 2 Commodity derivative 2 Commodity exchange 2 Financial analysis 2 Financial market 2 Finanzanalyse 2 Finanzmarkt 2 Forecasting model 2 Prognoseverfahren 2 Rohstoffderivat 2 Share price 2 Statistical test 2 Statistischer Test 2 Theorie 2 Theory 2 Warenbörse 2 Back-Testing 1 Commodity Futures 1 Contract Roll-Over 1 Financial Markets 1 Permutation Test 1 Technical Analysis 1 backtesting 1 commodity futures 1 contract rollover 1 financial markets 1 permutation test 1 technical analysis 1
more ... less ...
Online availability
All
Free 1 Undetermined 1
Type of publication
All
Article 1 Book / Working Paper 1
Type of publication (narrower categories)
All
Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
All
English 2
Author
All
Daly, Donnacha 2 Lissandrin, Marco 2 Sornette, Didier 2
Published in...
All
Research paper series / Swiss Finance Institute 1 The journal of investment strategies 1
Source
All
ECONIS (ZBW) 2
Showing 1 - 2 of 2
Cover Image
Statistical testing of DeMark technical indicators on commodity futures
Lissandrin, Marco; Daly, Donnacha; Sornette, Didier - 2015 - This version: July 2016
In this paper, we examine the performance of three DeMark indicators (Sequential, Combo and Setup trend), which constitute specific implementations of technical analysis often used by practitioners, over twenty-one commodity futures markets and ten years of daily data. Our work addresses price...
Persistent link: https://www.econbiz.de/10011507782
Saved in:
Cover Image
Statistical testing of DeMark technical indicators on commodity futures
Lissandrin, Marco; Daly, Donnacha; Sornette, Didier - In: The journal of investment strategies 6 (2017) 3, pp. 53-91
Persistent link: https://www.econbiz.de/10011731214
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...