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~person:"Choe, Kwang-il"
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Asymmetric reverting property
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Nonlinear autoregressive models
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Pacific Basin stock markets
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Technical trading strategies
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Aktienmarkt
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Asia-Pacific region
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Choe, Kwang-il
Krausz, Joshua
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Nam, Kiseok
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Lee, Sa-Young
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Review of Quantitative Finance and Accounting
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Review of quantitative finance and accounting
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Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets
Choe, Kwang-il
;
Krausz, Joshua
;
Nam, Kiseok
- In:
Review of Quantitative Finance and Accounting
36
(
2011
)
3
,
pp. 323-353
Persistent link: https://www.econbiz.de/10008925898
Saved in:
2
Technical trading rules for nonlinear dynamics of stock returns : evidence from the G-7 stock markets
Choe, Kwang-il
;
Krausz, Joshua
;
Nam, Kiseok
- In:
Review of quantitative finance and accounting
36
(
2011
)
3
,
pp. 323-353
Persistent link: https://www.econbiz.de/10009272482
Saved in:
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