𝔖 Bobbio Scriptorium
✦   LIBER   ✦

TRADING IN FOREIGN EXCHANGE

✍ Scribed by TIFFANY HUTCHESON

Book ID
118083440
Publisher
Economic Society of Australia
Year
2001
Tongue
English
Weight
728 KB
Volume
20
Category
Article
ISSN
0812-0439

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Foreign exchange trading models and mark
Foreign exchange trading models and market behavior
✍ Ramazan GenΓ§ay; Michel Dacorogna; Richard Olsen; Olivier Pictet πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 209 KB

The contributions of this paper are twofold. First, the performance of a widely used commercial real-time trading model is compared with a simple exponential moving average model. Second, the trading models are used as diagnostic tools to evaluate the statistical properties of foreign exchange rates