Forecasting and trading strategies based on a price trend model
| Autor: | Kin Lam, Mike K. P. So, Philip L. H. Yu, Josephine W. C. Kwan |
|---|---|
| Rok vydání: | 2000 |
| Předmět: |
Financial economics
Strategy and Management Pairs trade Management Science and Operations Research computer.software_genre Computer Science Applications Trading rules Moving average Modeling and Simulation Economics Trading strategy Statistics Probability and Uncertainty Algorithmic trading computer |
| Zdroj: | Journal of Forecasting. 19:485-498 |
| ISSN: | 1099-131X 0277-6693 |
| DOI: | 10.1002/1099-131x(200011)19:6<485::aid-for759>3.0.co;2-p |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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