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Time series analysis indicators under directional changes : the case of Saudi stock market
Aloud, Monira Essa - In: International journal of economics and financial issues … 6 (2016) 1, pp. 55-64
Persistent link: https://www.econbiz.de/10011694849
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Profitability of directional change based trading strategies : the case of Saudi stock market
Aloud, Monira Essa - In: International journal of economics and financial issues … 6 (2016) 1, pp. 87-95
Persistent link: https://www.econbiz.de/10011694854
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Improving forecasting performance using covariate-dependent copula models
Li, Feng; Kang, Yanfei - In: International journal of forecasting 34 (2018) 3, pp. 456-476
Persistent link: https://www.econbiz.de/10012031011
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New testing approaches for mean-variance predictability
Fiorentini, Gabriele; Sentana, Enrique - 2018
Persistent link: https://www.econbiz.de/10012018576
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Do macro shocks matter for equities?
Dison, Will; Theodoridis, Konstantinos - 2017
Persistent link: https://www.econbiz.de/10011912881
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Intrinsic value estimates and its accuracy : evidence from Indian manufacturing industry
Tiwari, Ranjit - In: Future Business Journal 2 (2016) 2, pp. 138-151
equity, Residual income model) and market oriented (Price to earnings multiple, Price to book value multiple and Price to … earnings multiple and Price to book value multiple are superior to Price to sales multiple and are equally likely under market …
Persistent link: https://www.econbiz.de/10011861967
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Investment opportunities forecasting : a genetic programming-based dynamic portfolio trading system under a directional-change framework
Aloud, Monira Essa - In: The journal of computational finance 22 (2018) 1, pp. 1-35
Persistent link: https://www.econbiz.de/10011890177
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Modelling gold futures : should the level of speculation inform our choice of variables?
Coyle, Christopher; Gogolin, Fabian; Kearney, Fearghal - In: The European journal of finance 25 (2019) 10, pp. 966-977
Persistent link: https://www.econbiz.de/10012207046
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Leveraging a call-put ratio as a trading signal
Houlihan, Patrick; Creamer Guillén, Germán - In: Quantitative finance 19 (2019) 5, pp. 763-777
Persistent link: https://www.econbiz.de/10012194713
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A multivariate distance nonlinear causality test based on partial distance correlation : a machine learning application to energy futures
Creamer Guillén, Germán; Lee, Chihoon - In: Quantitative finance 19 (2019) 9, pp. 1531-1542
Persistent link: https://www.econbiz.de/10012194804