The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach (English)
National licence
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- New search for: Levich, Richard M.
- New search for: Thomas, Lee R. III
In:
Journal of International Money and Finance
;
12
, 5
;
451-474
;
1993
-
ISSN:
- Article (Journal) / Electronic Resource
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Title:The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach
-
Contributors:Levich, Richard M. ( author ) / Thomas, Lee R. III ( author )
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Published in:Journal of International Money and Finance ; 12, 5 ; 451-474
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Publisher:
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Publication date:1993-01-01
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Size:24 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Source:
Table of contents – Volume 12, Issue 5
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 451
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The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approachLevich, Richard M. / Thomas, Lee R. III et al. | 1993
- 475
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A jump diffusion model for the European monetary systemBall, Clifford A. / Roma, Antonio et al. | 1993
- 493
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Optimal hedged portfolios: the case of jump-diffusion risksPark, Keehwan / Ahn, Chang Mo / Fujihara, Roger et al. | 1993
- 511
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Bear squeezes, volatility spillovers and speculative attacks in the hyperinflation 1920s foreign exchangeBaillie, Richard T. / Bollerslev, Tim / Redfearn, Michael R. et al. | 1993
- 523
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Determinants of Japanese direct investment in US manufacturing industriesMann, Catherine L. et al. | 1993
- 543
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The sources of GARCH: empirical evidence from an intraday returns model incorporating systematic and unique risksLaux, Paul A. / Ng, Lilian K. et al. | 1993