Time-series momentum in China's commodity futures market
Year of publication: |
2019
|
---|---|
Authors: | Ham, Hyuna ; Cho, Hoon ; Kim, Hyeongjun ; Ryu, Doojin |
Published in: |
Journal of Futures Markets. - Wiley, ISSN 0270-7314, ZDB-ID 2002201-3. - 2019 (09.09.)
|
Publisher: |
Wiley |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Time-Series Momentum in the Chinese Commodity Futures Market
Cho, Hoon, (2019)
-
Corporate bankruptcy prediction using machine learning methodologies with a focus on sequential data
Kim, Hyeongjun, (2022)
-
Characteristics of Mortgage Terminations : An Analysis of a Loan-level Dataset
Kim, Hyeongjun, (2018)
- More ...