On the profitability of technical trading rules based on artificial neural networks:: Evidence from the Madrid stock market
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 69 (2000)
Issue (Month): 1 (October)
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Web page: http://www.elsevier.com/locate/ecolet
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- Pesaran, M Hashem & Timmermann, Allan, 1992.
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- Blake LeBaron, 1994. "Technical Trading Rule Profitability and Foreign Exchange Intervention," International Finance 9411002, EconWPA.
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1996-11, University of Guelph, Department of Economics and Finance.
- Gencay Ramazan & Stengos Thanasis, 1997. "Technical Trading Rules and the Size of the Risk Premium in Security Returns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 2(2), pages 1-14, July.
- Fama, Eugene F, 1991. " Efficient Capital Markets: II," Journal of Finance, American Finance Association, vol. 46(5), pages 1575-617, December.
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