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The predictability of security rerurns with simple technical trading rules
Gençay, Ramazan - In: Journal of empirical finance 5 (1998) 4, pp. 347-359
Persistent link: https://www.econbiz.de/10001375192
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The predictability of security returns with simple technical trading rules
Gençay, Ramazan - In: Journal of empirical finance 5 (1998) 4, pp. 347-360
Persistent link: https://www.econbiz.de/10007247487
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Crash of '87 — Was it expected?
Gençay, Ramazan; Gradojevic, Nikola - In: Journal of empirical finance 17 (2010) 2, pp. 270-283
Persistent link: https://www.econbiz.de/10008387157
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Crash of '87 : was it expected? ; aggregrate market fears and long-range dependence
Gençay, Ramazan; Gradojevic, Nikola - In: Journal of empirical finance 17 (2010) 2, pp. 270-282
Persistent link: https://www.econbiz.de/10009271850