Showing 1 - 10 of 422
We closely examine and compare two promising techniques helpful in estimating the moment an asset bubble bursts. Namely, the Log-Periodic Power Law model and Generalized Hurst Exponent approaches are considered. Sequential LPPL fitting to empirical financial time series exhibiting evident bubble...
Persistent link: https://www.econbiz.de/10011616763
Persistent link: https://www.econbiz.de/10014391443
This paper examines how the size of the rolling window, and the frequency used in moving average (MA) trading strategies, affects financial performance when risk is measured. We use the MA rule for market timing, that is, for when to buy stocks and when to shift to the risk-free rate. The...
Persistent link: https://www.econbiz.de/10011906234
Persistent link: https://www.econbiz.de/10014532353
Persistent link: https://www.econbiz.de/10011942743
Persistent link: https://www.econbiz.de/10012511802
Persistent link: https://www.econbiz.de/10014460453
Persistent link: https://www.econbiz.de/10015072677
Persistent link: https://www.econbiz.de/10013465807
We compare the properties of betting market odds set in two distinct markets for a large sample of European soccer matches. We confirm inefficiencies in the traditional market for bets on a home win, an away win or a draw as found in previous studies such as Angelini and De Angelis (2019), in...
Persistent link: https://www.econbiz.de/10013556864