SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market
16 references·2 citing·35 second hop
Non-linear, hybrid exchange rate modeling and trading profitability in the foreign exchange market (2006)Non-linear, hybrid exchange rate modeling…The Econometrics of Financial Markets (2012)The Econometrics of Financial…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Investigating Causal Relation…Heterogeneous Agent Models in Economics and Finance (2005)Heterogeneous Agent Models in…Order Flow and Exchange Rate Dynamics (2002)Order Flow and Exchange Rate …The Microstructure Approach to Exchange Rates (2001)The Microstructure Approach t…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…Using genetic algorithms to find technical trading rules (1999)Using genetic algorithms to f…Order Flow and Exchange Rate Dynamics (1999)Order Flow and Exchange Rate …The Econometrics of Financial Markets (1997)The Econometrics of Financial…Fuzzy sets (1996)Fuzzy setsComparing Predictive Accuracy (1994)Comparing Predictive AccuracySimple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…A Simple Nonparametric Test of Predictive Performance (1992)A Simple Nonparametric Test o…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Fuzzy sets (1965)Fuzzy setsThe Role of Technical Indicators in Exchange Rate Forecasting (2017)The Role of Technical Indicat…Enhancing risk-adjusted performance of stock market intraday trading with Neuro-Fuzzy systems (2014)Enhancing risk-adjusted perfo…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)The Behavior of Stock-Market Prices (1965)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Market underreaction to open market share repurchases (1995)Do Investors Trade Too Much? (1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Causal Ordering and Identifiability (1977)Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site (2009)Testing for Granger non-causality in heterogeneous panels (2012)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)WHAT DO WE KNOW ABOUT THE PROFITABILITY OF TECHNICAL ANALYSIS? (2007)Forecasting Stock Returns (2013)Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Market Liquidity and Funding Liquidity (2008)Oil and the Macroeconomy since World War II (1983)Extensions of the TOPSIS for group decision-making under fuzzy environment (2000)An approach for detecting, quantifying, and visualizing the evolution of a research field: A practical application to the Fuzzy Sets Theory field (2010)Science mapping software tools: Review, analysis, and cooperative study among tools (2011)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Family resemblances: Studies in the internal structure of categories (1975)Basic objects in natural categories (1976)Soft set theory—First results (1999)Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average? (2007)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1965Fuzzy sets67,827 cited
  • 1996Fuzzy sets46,880 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1994Comparing Predictive Accuracy5,495 cited
  • 1997The Econometrics of Financial Markets5,007 cited
  • 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
  • 2001The Microstructure Approach to Exchange Rates1,043 cited
  • 2002Order Flow and Exchange Rate Dynamics957 cited
  • 1992A Simple Nonparametric Test of Predictive Performance897 cited
  • 1999Using genetic algorithms to find technical trading rules855 cited
  • 1999Order Flow and Exchange Rate Dynamics790 cited
  • 2005Heterogeneous Agent Models in Economics and Finance

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

745 cited

Cited by

  • 2017The Role of Technical Indicators in Exchange Rate Forecasting42 cited
  • 2014Enhancing risk-adjusted performance of stock market intraday trading with Neuro-Fuzzy systems32 cited