Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets
Year of publication: |
2011
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Authors: | Choe, Kwang-il ; Krausz, Joshua ; Nam, Kiseok |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 36.2011, 3, p. 323-353
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Subject: | Technical trading strategies | Asymmetric reverting property | Nonlinear autoregressive models | Pacific Basin stock markets | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Autokorrelation | Autocorrelation | ARCH-Modell | ARCH model | Börsenkurs | Share price | Nichtlineare Dynamik | Nonlinear dynamics | Nichtlineare Regression | Nonlinear regression | Volatilität | Volatility | Wertpapierhandel | Securities trading | Asiatisch-pazifischer Raum | Asia-Pacific region |
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