Showing 1 - 10 of 4,648
Persistent link: https://www.econbiz.de/10011298536
Persistent link: https://www.econbiz.de/10010512646
capability of generating profits by transforming these yield curve predictions into technical trading strategies. The Sharpe … terms of the Sharpe ratio, especially in the 1-year-ahead predictions. This finding is in line with Diebold and Li (J Econom …
Persistent link: https://www.econbiz.de/10011311742
Persistent link: https://www.econbiz.de/10012821217
Persistent link: https://www.econbiz.de/10012623648
Persistent link: https://www.econbiz.de/10013176945
example) based on the stock price predictions. The procedure starts by using four criteria, including the Akaike information … predictions against the historical average model. Finally, both theHMMand the historical average model are used to trade the S …
Persistent link: https://www.econbiz.de/10011883487
single observation data and multiple observation data. Finally, we use the predictions as signals for trading these stocks …
Persistent link: https://www.econbiz.de/10011783757
Persistent link: https://www.econbiz.de/10012543226
Persistent link: https://www.econbiz.de/10010515404