𝔖 Bobbio Scriptorium
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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

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πŸ“œ SIMILAR VOLUMES


Foreign exchange trading models and mark
✍ 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