Technical analysis based on high and low stock prices forecasts : evidence for Brazil using a fractionally cointegrated VAR model
Leandro Maciel
| Year of publication: |
2020
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| Authors: | Maciel, Leandro |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 58.2020, 4, p. 1513-1540
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| Subject: | High and low prices | Technical analysis | Fractional cointegration | Stock market | Forecasting | Börsenkurs | Share price | Kointegration | Cointegration | Prognoseverfahren | Forecasting model | Brasilien | Brazil | Schätzung | Estimation | Finanzanalyse | Financial analysis | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis | Aktienmarkt |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-018-1603-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012219651