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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

The effect of hard and soft information and communication technologies investment on manufacturing business performance in Greece : a preliminary econometric study

Loukis, Euripides N.; Sapounas, Ioakim A.; Milionis, … - In: Telematics and informatics : an interdisciplinary … 26 (2009) 2, pp. 193-210

Persistent link: https://www.econbiz.de/10003841948

Estimation and analysis of external debt in the private sector

Karapappas, Andreas P.; Milionis, Alexandros E. - In: Economic bulletin (1999) 14, pp. 43-54

Persistent link: https://www.econbiz.de/10001580983

The influence of foreign markets on the Athens stock exchange

Milionis, Alexandros E.; Moschos, Dēmētrios M.; … - In: Spudai / University of Piraeus : journal of economics … 48 (1998) 1/4, pp. 140-156

Persistent link: https://www.econbiz.de/10001519898

A test of significance of the predictive power of the moving average trading rule of technical analsysis based on sensitivity analysis : application to the NYSE, the Athens Stock E...

Milionis, Alexandros E.; Papanagiotou, Evaggelia - In: Applied financial economics 21 (2011) 4/6, pp. 421-436

Persistent link: https://www.econbiz.de/10009124540

Time series interdependent level and second moment: statistical testing and applications with Greek external trade and simulated data

Milionis, Alexandros E.; Galanopoulos, Nikolaos G. - 2018

Persistent link: https://www.econbiz.de/10011855670

Time Series with Interdependent Level and Second Moment : Statistical Testing and Applications with Greek External Trade and Simulated Data

Milionis, Alexandros E.; Galanopoulos, Nikolaos - 2022

This work aims to fill an existing gap in the literature regarding the statistical testing for the existence and the identification of the character of time-varying second moment in its dependence on a non-constant mean level in time series. To this end a new statistical testing procedure is...

Persistent link: https://www.econbiz.de/10014078157