Trend following with momentum versus moving averages: a tale of differences.
Autor: | Zakamulin, Valeriy1 (AUTHOR) valeri.zakamouline@uia.no, Giner, Javier2 (AUTHOR) |
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Zdroj: | Quantitative Finance. Jun2020, Vol. 20 Issue 6, p985-1007. 23p. 5 Charts, 10 Graphs. |
Databáze: | Business Source Ultimate |
Externí odkaz: |