A Discrete and a Continuous-time Model Based on a Technical Trading Rule.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 2, p. 266, doi. 10.1093/jjfinec/nbm002
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- Publication type:
- Article
Works matching IS 14798409 AND DT 2007 AND VI 5 AND IP 2
Results: 5
1
2
A Semiparametric Factor Model for Implied Volatility Surface Dynamics.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 2, p. 189, doi. 10.1093/jjfinec/nbm005
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- Publication type:
- Article
3
Measuring Contagion and Interdependence with a Bayesian Time-varying Coefficient Model: An Application to the Chilean FX Market During the Argentine Crisis.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 2, p. 285, doi. 10.1093/jjfinec/nbm003
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- Publication type:
- Article
4
The Predictive Power of "Head-and-Shoulders" Price Patterns in the U.S. Stock Market.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 2, p. 243, doi. 10.1093/jjfinec/nbm012
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- Publication type:
- Article
5
Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 2, p. 219, doi. 10.1093/jjfinec/nbm001
- By:
- Publication type:
- Article