Narrow search
Showing 1 - 10 of 1,601
Cover Image
The real-life performance of market timing with moving average and time-series momentum rules
Zakamulin, Valeriy - In: The journal of asset management 15 (2014) 4, pp. 261-278
Persistent link: https://www.econbiz.de/10010476240
Cover Image
Zeitreihenanalyse auf nichtstationären stochastischen Prozessen mit Anwendungen in Ökonomie und Medizin
Liehr, Stefan - 2002
Persistent link: https://www.econbiz.de/10001663343
Cover Image
Kombinierte Aktien-, Optionsstrategien im ein- und mehrperiodigen Fall : eine theoetische und empirische Untersuchung
Adam, Michael; Adam, Michael E. H. - 2001
Persistent link: https://www.econbiz.de/10001629302
Cover Image
Finanzmarkt-Ökonometrie : Basistechniken, fortgeschrittene Verfahren, Prognosemodelle
Schröder, Michael (ed.); Buscher, Herbert S. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001629835
Cover Image
Measuring risk in complex stochastic systems
Franke, Jürgen (ed.) - 2000
Persistent link: https://www.econbiz.de/10001464339
Cover Image
The impact of chartists on exchange rate determination : evidence from time series
Heimonen, Kari - In: Studies on exchange rate determination and currency …, (pp. 25-34). 1997
Persistent link: https://www.econbiz.de/10001324822
Cover Image
Technical analysis using Heiken Ashi Stochastic : to catch a trend, use a HASTOC
Trivedi, Smita Roy - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1836-1847
Persistent link: https://www.econbiz.de/10013184393
Cover Image
Time-Series Momentum versus Moving Average Trading Rules
Marshall, Ben R. - 2015
Time-series momentum (TSMOM) and moving average (MA) trading rules are closely related; however there are important differences. TSMOM signals occur at points that coincide with a MA direction change, whereas MA buy (sell) signals only require price to move above (below) a MA. Our empirical...
Persistent link: https://www.econbiz.de/10013035908
Cover Image
Detailed study of a moving average trading rule
Ferreira, Fernando F.; Silva, A. Christian; Yen, Ju-Yi - In: Quantitative finance 18 (2018) 9, pp. 1599-1617
Persistent link: https://www.econbiz.de/10011913212