Trading foreign exchange portfolios with volatility filters : the carry model revisited
Year of publication: |
2007
|
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Authors: | Dunis, Christian ; Miao, Jia |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 17.2007, 1/3, p. 249-255
|
Subject: | Devisenmarkt | Foreign exchange market | Effizienzmarkthypothese | Efficient market hypothesis | Prognoseverfahren | Forecasting model | Volatilität | Volatility | Portfolio-Management | Portfolio selection | EU-Staaten | EU countries | Japan | USA | United States | Schweiz | Switzerland | 1999-2005 |
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