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Is online trading gambling with peanuts? : Anders Anderson
Anderson, Anders - 2005
Persistent link: https://www.econbiz.de/10003351473
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Profitability of technical stock trading : has it moved from daily to intraday data?
Schulmeister, Stephan - 2008
Persistent link: https://www.econbiz.de/10003852165
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Aggregate trading behaviour of technical models and the yen-dollar exchange rate 1976 - 2007
Schulmeister, Stephan - 2008
Persistent link: https://www.econbiz.de/10003852166
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Profitability of technical currency speculation : the case of yen-dollar trading 1976 - 2007
Schulmeister, Stephan - 2008
Persistent link: https://www.econbiz.de/10003852167
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Aggregate trading behaviour of technical models and the yen/dollar exchange rate : 1976- 2007
Schulmeister, Stephan - In: Japan and the world economy : international journal of … 21 (2009) 3, pp. 270-279
Persistent link: https://www.econbiz.de/10003881986
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Wo investieren Distressed-Securities-Hedgefonds? : Ein Asset-based Style-Faktorenmodell
Bontschev, Georgi; Eling, Martin - In: Kredit und Kapital 43 (2010) 3, pp. 375-406
Persistent link: https://www.econbiz.de/10008666163
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Aggregate trading behavior of technical models and the yen/dollar exchange rate
Schulmeister, Stephan (contributor) - 2007
Persistent link: https://www.econbiz.de/10003568258
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Profitability of technical stock trading: has it moved from daily to intraday data?
Schulmeister, Stephan - In: Review of financial economics : RFE 18 (2009) 4, pp. 190-201
Persistent link: https://www.econbiz.de/10003921414
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An application of models of speculative behaviour to oil prices
Shi, Shu-ping; Arora, Vipin - 2011
We estimate three different models of speculative behaviour using oil price data. There are two major results: (i) The three-regime model of Brooks and Katsaris (2005) and a three-regime variant of van Norden and Schaller (2002) fit the oil price data reasonably well; and (ii) Both models show...
Persistent link: https://www.econbiz.de/10009153468