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Dynamically Adjustable Moving Average (AMA’) technical analysis indicator to forecast Asian Tigers’ futures markets
16 references·0 citing·38 second hop
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References

  • 1963The Variation of Certain Speculative Prices4,851 cited
  • 1997The variation of certain speculative prices4,468 cited
  • 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model3,519 cited
  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,342 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1995Scaling behaviour in the dynamics of an economic index1,754 cited
  • 2004The Adaptive Markets Hypothesis1,708 cited
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  • 2000Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation1,118 cited
  • 1965Random Walks in Stock Market Prices893 cited
  • 2009The Adaptive Markets Hypothesis: Evidence from the Foreign Exchange Market278 cited
  • 2008Estimating stock market volatility using asymmetric GARCH models274 cited
  • 1998The predictability of security returns with simple technical trading rules264 cited
  • 2000On the profitability of technical trading rules based on artificial neural networks:243 cited
  • 2003Diversification benefits of emerging markets subject to portfolio constraints

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230 cited
  • 2003Have trading rule profits in the currency markets declined over time?202 cited
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