Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets
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Bibliographic InfoArticle provided by Springer in its journal Review of Quantitative Finance and Accounting.
Volume (Year): 36 (2011)
Issue (Month): 3 (April)
Contact details of provider:
Web page: http://springerlink.metapress.com/link.asp?id=102990
Technical trading strategies; Asymmetric reverting property; Nonlinear autoregressive models; Pacific Basin stock markets; C53; G10; G14;
Find related papers by JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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