Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets
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- Boswijk, H.P., Griffioen, G.A.W., Hommes, C.H., 2001. "Succes and Failure of Technical Trading Strategies in the Cocoa Futures Market," Computing in Economics and Finance 2001 120, Society for Computational Economics.
- Peter Boswijk & Gerwin Griffioen & Cars Hommes, 2001. "Success and Failure of Technical Trading Strategies in the Cocoa Futures Market," Tinbergen Institute Discussion Papers 01-016/1, Tinbergen Institute.
- Gerwin Griffioen & Peter Boswijk & Cars Hommes, 2001. "Success and Failure of Technical Trading Strategies in the Cocoa Futures Market," CeNDEF Workshop Papers, January 2001 4A.4, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Colin Fyfe & John Paul Marney & Heather Tarbert, 2005. "Risk adjusted returns from technical trading: a genetic programming approach," Applied Financial Economics, Taylor & Francis Journals, vol. 15(15), pages 1073-1077.
- Chiarella, Carl & He, Xue-Zhong & Hommes, Cars, 2006.
"A dynamic analysis of moving average rules,"
Journal of Economic Dynamics and Control,
Elsevier, vol. 30(9-10), pages 1729-1753.
- Cars Hommes & Carl Chiarella & Xue-Zhong He, 2004. "A Dynamical Analysis of Moving Average Rules," Computing in Economics and Finance 2004 238, Society for Computational Economics.
- Carl Chiarella & Xue-Zhong He & Cars Hommes, 2004. "A Dynamic Analysis of Moving Average Rules," Research Paper Series 133, Quantitative Finance Research Centre, University of Technology, Sydney.
- Chiarella, C. & He, X.-Z. & Hommes, C.H., 2004. "A Dynamic Analysis of Moving Average Rules," CeNDEF Working Papers 04-14, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance.
- Carl Chiarella & Tony He & Cars H. Hommes, 2005. "A Dynamic Analysis of Moving Average Rules," Tinbergen Institute Discussion Papers 05-057/1, Tinbergen Institute.
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KeywordsTechnical trading strategies; commodity futures; exchange rate.;
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