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Can Markov switching models replicate chartist profits in the foreign exchange market?
Dewachter, Hans - In: Journal of international money and finance 20 (2001) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10001546107
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The cost of technical trading rules in the forex market : a utility-based evaluation
Dewachter, Hans; Lyrio, Marco - In: Journal of international money and finance 25 (2006) 7, pp. 1072-1089
Persistent link: https://www.econbiz.de/10003394348
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The intra-day impact of communication on euro-dollar volatility and jumps
Dewachter, Hans; Erdemlioglu, Deniz; Gnabo, Jean-Yves - In: Journal of international money and finance 43 (2014), pp. 131-154
Persistent link: https://www.econbiz.de/10010372633
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Price dynamics under stochastic process switching : some extensions and an application to EMU
De Grauwe, Paul; Dewachter, Hans; Veestraeten, Dirk - In: Journal of international money and finance 18 (1999) 2, pp. 195-224
Persistent link: https://www.econbiz.de/10001381556
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Price dynamics under stochastic process switching: Some extensions and an application to EMU
Grauwe, P.De; Dewachter, H.; Veestraeten, D. - In: Journal of international money and finance 18 (1999) 2, pp. 195-224
Persistent link: https://www.econbiz.de/10006914517
Cover Image
The cost of technical trading rules in the Forex market: A utility-based evaluation
Dewachter, Hans; Lyrio, Marco - In: Journal of international money and finance 25 (2006) 7, pp. 1072-1089
Persistent link: https://www.econbiz.de/10007384906
Cover Image
Can Markov switching models replicate chartist profits in the foreign exchange market?
Dewachter, Hans - In: Journal of international money and finance 20 (2001) 1, pp. 25-42
Persistent link: https://www.econbiz.de/10006902049