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Cointegration in a historical perspective
Boswijk, Herman Peter; Franses, Philip Hans; Dijk, Dick van - In: Journal of econometrics 158 (2010) 1, pp. 156-159
Persistent link: https://www.econbiz.de/10008826866
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Cointegration in a historical perspective
Boswijk, Herman Peter; Franses, Philip Hans; Dijk, Dick van - 2009
Persistent link: https://www.econbiz.de/10003877059
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Success and failure of technical trading strategies in the cocoa futures market
Boswijk, Herman Peter; Griffioen, Gerwin; Hommes, Cars H. - 2001
A large set of 5350 trend following technica! trading rules is applied to LIFFEand CSCE cocoa futures prices, and tothe Pound-Dollar exchange rate, in the period 1983:1-1997:6. We find that 72% ofthe trading rules generatespositive profits, even when correcting for transaction and borrowing...
Persistent link: https://www.econbiz.de/10011313922
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Success and failure of technical analysis in the cocoa futures market
Boswijk, Herman Peter; Griffioen, Gerwin; Hommes, Cars H. - In: Progress in financial markets research, (pp. 25-70). 2012
Persistent link: https://www.econbiz.de/10009678570
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Success and failure of technical trading strategies in the cocoa futures market
Boswijk, Herman Peter; Griffioen, Gerwin; Hommes, Cars H. - 2000
Persistent link: https://www.econbiz.de/10001554489