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~isPartOf:"Asian African journal of economics and econometrics"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"EuroEconomica"
~isPartOf:"International journal of theoretical and applied finance"
~subject:"Portfolio selection"
~subject:"Stock market"
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Portfolio selection
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17
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Gil-Alaña, Luis A.
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Ilomäki, Jukka
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Laurila, Hannu
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McAleer, Michael
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Badge, Jyoti
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Gill, Ryan
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Asian African journal of economics and econometrics
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EuroEconomica
International journal of theoretical and applied finance
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Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
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1
Market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
-
Revised: June 2018
Persistent link: https://www.econbiz.de/10011915058
Saved in:
2
Simple market timing with moving averages
Ilomäki, Jukka
;
Laurila, Hannu
;
McAleer, Michael
-
2018
Persistent link: https://www.econbiz.de/10011863543
Saved in:
3
Long - memory persistence in African stock markets
Gyamfi, Emmanuel Numapau
;
Kyei, Kwabena
;
Gill, Ryan
- In:
EuroEconomica
35
(
2016
)
1
,
pp. 83-91
Persistent link: https://www.econbiz.de/10011569442
Saved in:
4
Stock market trends using cluster analysis and ARIMA model
Badge, Jyoti
- In:
Asian African journal of economics and econometrics
13
(
2013
)
2
,
pp. 303-308
Persistent link: https://www.econbiz.de/10010353694
Saved in:
5
Long memory in financial time series data with non-Gaussian disturbances
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
6
(
2003
)
2
,
pp. 119-134
Persistent link: https://www.econbiz.de/10001769123
Saved in:
6
Fractional integration in the stock market volatility series
Gil-Alaña, Luis A.
- In:
International journal of theoretical and applied finance
5
(
2002
)
8
,
pp. 775-783
Persistent link: https://www.econbiz.de/10001763176
Saved in:
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