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Modelling economic time series in the presence of variance non-stationarity: a practical approach

Milionis, Alexandros E. - 2003

Persistent link: https://www.econbiz.de/10002202469

The importance of variance stationarity in economic time series modelling : a practical approach

Milionis, Alexandros E. - In: Applied financial economics 14 (2004) 4, pp. 265-278

Persistent link: https://www.econbiz.de/10001939285

A simple return generating model in discrete time : implications and potential applications for market efficiency testing and technical analysis

Milionis, Alexandros E. - In: Theoretical economics letters 9 (2019) 4, pp. 973-985

Persistent link: https://www.econbiz.de/10012023083

A simple return generating model in discrete time: implications for market efficiency testing

Milionis, Alexandros E. - 2019

Persistent link: https://www.econbiz.de/10012026125

On the use of the moving average trading rule to test for weak form efficiency in capital markets

Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Economic notes : economic review of Banca Monte dei … 37 (2008) 2, pp. 181-201

Persistent link: https://www.econbiz.de/10003780293

A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...

Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Applied financial economics 19 (2009) 13/15, pp. 1171-1186

This work examines the variation of the simple Moving Average (MA) trading rule performance as a function of the MA length in New York Stock Exchange (NYSE), Athens Stock Exchange (ASE) and Vienna Stock Exchange (VSE) using daily data from May 1993 to April 2005. Results show that changes of the...

Persistent link: https://www.econbiz.de/10003886017