Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Hang-Fai Yeung"'
Publikováno v:
Applied Economics. 43:1945-1963
This study investigates the impact of market integration on the profitability of two simple and popular technical trading rules, the Simple Moving Average (SMA) and the Trading Range Break (TRB) in Hong Kong. Using data from 1972 to 2006, we find tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::384a3edad8fc6ba3b4c066041cbcb76a
https://doi.org/10.1080/00036840902817805
https://doi.org/10.1080/00036840902817805
Publikováno v:
Journal of Quality Technology. 42:69-85
An adaptive CUSUM procedure is described for signaling changes in the process variance of unknown sizes. The current process variance is first estimated, and then the CUSUM chart is adapted to match the variance estimate. The chart’s performance is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f76964c49f3d2f2ea759054af37f021d
https://doi.org/10.1080/00224065.2010.11917807
https://doi.org/10.1080/00224065.2010.11917807
Publikováno v:
SSRN Electronic Journal.
In this paper, we investigate two simple but very popular trading rules, simple moving average (SMA) and trading range break (TRB), by looking at a series of data of Hang Seng Index over thirty-five years, from 1972 to 2006. To avoid the data-snoopin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1b857b8f2bc3f87a8082a93da2c2e344
https://doi.org/10.2139/ssrn.1008740
https://doi.org/10.2139/ssrn.1008740
Publikováno v:
The American Mathematical Monthly. 94:380
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c8dda6e48f95cb53ea444a911ffefdaa
https://doi.org/10.2307/2323106
https://doi.org/10.2307/2323106
Publikováno v:
The American Mathematical Monthly. 96:933
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b27fd2214543aa0fab08ae61187bc6fe
https://doi.org/10.2307/2324593
https://doi.org/10.2307/2324593