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Technical trading rules and regime shifts in foreign exchange · Study

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ChapterTechnical trading rules and regime shifts in foreign exchange

Blake D. LeBaron2002

Chapter2002

Technical trading rules and regime shifts in foreign exchange

Blake D. LeBaron

90 citations·0/0 files stored·Elsevier eBooks

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1992ARCH modeling in finance 1983Empirical exchange rate models of the seventies 1992Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 1986Modelling the persistence of conditional variances 1989A Method of Simulated Moments for Estimation of Discrete Response Models Without Numerical Integration

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1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns 1999Time series properties of an artificial stock market 2002Market force, ecology and evolution 2004Technical Analysis in Financial Markets 2001Chaos in oil prices? Evidence from futures markets 1995The Time Variation of Expected Returns and Volatility in Foreign-Exchange Markets

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Year2002

Typechapter

Published2002-01-01

VenueElsevier eBooks

Languageen

Citations90

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/b978-075065516-3.50003-0

openalex_workW2118679113

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