Searching for inefficiencies in exchange rate dynamics
Year of publication: |
March 2017
|
---|---|
Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Plastun, Alex |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 49.2017, 3, p. 405-432
|
Subject: | Pair trading | Oscillator | Trading strategy | Convergence/divergence indicator (CDI) | Exchange rates | Theorie | Theory | Wechselkurs | Exchange rate | Volatilität | Volatility | Devisenmarkt | Foreign exchange market |
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