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ArticleForeign exchange trading models and market behavior

Ramazan Gençay A2003

Article2003

Foreign exchange trading models and market behavior

Ramazan Gençay A · Michel M. Dacorogna · RICHARD A. OLSEN · Olivier V. Pictet

42 citations·0/0 files stored·Journal of Economic Dynamics and Control

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Financial Markets and Investment Strategies Stock Market Forecasting Methods Complex Systems and Time Series Analysis

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References

1986Generalized autoregressive conditional heteroskedasticity 1994Decisions with Multiple Objectives: Preferences and Value Tradeoffs.1983Empirical exchange rate models of the seventies 1966Mutual Fund Performance 1994The Sharpe Ratio 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 1977Decisions with Multiple Objectives—Preferences and Value Tradeoffs 1997Intraday periodicity and volatility persistence in financial markets

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2012Technical Analysis in the Foreign Exchange Market 2011Technical Analysis in the Foreign Exchange Market

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2002Real‐Time Trading Models and the Statistical Properties of Foreign Exchange Rates*article · 13 shared references 1999Real-Time Trading Models and the Statistical Properties of Foreign Exchange Ratespreprint · 11 shared references 1999Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rulesarticle · 5 shared references 2003Inference on Predictability of Foreign Exchange Rates via Generalized Spectrum and Nonlinear Time Series Modelsarticle · 5 shared references 2006Technical Trading-Rule Profitability, Data Snooping, and Reality Check: Evidence from the Foreign Exchange Marketarticle · 5 shared references 2002Technical trading rules and regime shifts in foreign exchangechapter · 5 shared references

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Year2003

Typearticle

Published2003-01-30

VenueJournal of Economic Dynamics and Control

ISSN-L0165-1889

Languageen

Citations42

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/s0165-1889(02)00049-0

openalex_workW2026051069

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