The purpose of this paper is to examine the performance of an important set of momentum-based technical trading rules (TTRs) applied to all members of the Dow Jones Industrial Average (DJIA) stock index over the period 1928-2012. Using a set of econometric models that permit time-variation in riskad
β¦ LIBER β¦
The rise and fall of technical trading rule success
β Scribed by Taylor, Nick
- Book ID
- 122268259
- Publisher
- Elsevier Science
- Year
- 2014
- Tongue
- English
- Weight
- 875 KB
- Volume
- 40
- Category
- Article
- ISSN
- 0378-4266
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