Estratégias de Momento no Mercado Cambial
Alternative title: | Momentum strategies in FX markets |
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Year of publication: |
2018
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Authors: | Silva, Kesley Leandro da ; Fernandes, Marcelo |
Published in: |
Revista Brasileira de Finanças : RBFin. - Rio de Janeiro : [Verlag nicht ermittelbar], ISSN 1984-5146, ZDB-ID 2549202-0. - Vol. 16.2018, 1, p. 39-80
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Subject: | HP filter | Kernel regression | Nonlinear trend | Volatility management |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Portuguese |
Notes: | Zusammenfassung in englischer Sprache |
Other identifiers: | 10.12660/rbfin.v16n1.2018.69277 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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