Showing 1 - 10 of 181,011
Persistent link: https://www.econbiz.de/10012207505
Persistent link: https://www.econbiz.de/10011553073
Persistent link: https://www.econbiz.de/10001714744
Persistent link: https://www.econbiz.de/10003351473
Persistent link: https://www.econbiz.de/10012419234
Persistent link: https://www.econbiz.de/10012597973
Persistent link: https://www.econbiz.de/10012816711
Persistent link: https://www.econbiz.de/10012818375
Persistent link: https://www.econbiz.de/10013473692
We apply the well-known CUSUM, the Girshick-Rubin, the Graversen-Peskir- Shiryaev and an improved alteration of the Brodsky-Darkovsky algorithm as trading strategies involving only mutually exclusive long positions in cash and the DAX at Xetra intraday auction prices. We select optimal pairs of...
Persistent link: https://www.econbiz.de/10011483715