Showing 81 - 90 of 49,310
Persistent link: https://www.econbiz.de/10012020088
Persistent link: https://www.econbiz.de/10011749853
Persistent link: https://www.econbiz.de/10012121020
Persistent link: https://www.econbiz.de/10014477748
Persistent link: https://www.econbiz.de/10011718513
Persistent link: https://www.econbiz.de/10002203662
Persistent link: https://www.econbiz.de/10013187561
Persistent link: https://www.econbiz.de/10013364245
the markets for WTI and Brent crude oil. The strategies tested are Bollinger Bands, based on a mean-reverting hedge … portfolio of WTI and Brent. The trading systems are tested with historical data from 1992 to 2013, representing 22 years of data …
Persistent link: https://www.econbiz.de/10010345566
Persistent link: https://www.econbiz.de/10010505133