A momentum trading strategy based on the low frequency component of the exchange rate
Year of publication: |
2009
|
---|---|
Authors: | Harris, Richard D.F. ; Yilmaz, Fatih |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 33.2009, 9, p. 1575-1585
|
Saved in:
Saved in favorites
Similar items by person
-
A cyclical model of exchange rate volatility
Harris, Richard D.F., (2011)
-
A momentum trading strategy based on the low frequency component of the exchange rate
Harris, Richard D.F., (2009)
-
Estimation of the conditional variance-covariance matrix of returns using the intraday range
Harris, Richard D.F., (2010)
- More ...