Todea, Alexandru; Ulici, Maria; Silaghi, Simona - In: The Review of Finance and Banking 01 (2009) 1, pp. 007-013
In this paper we investigate the profitability of the moving average strategy on six Asian capital markets considering the episodic character of linear and/or nonlinear dependencies, the period under study being 1997-2008. For each market, the most profitable strategy from 15000 alternatives is...
