Time-varying risk premia, volatility, and technical trading rule profits: Evidence from foreign currency futures markets

Journal of Financial Economics

Volumn 41, Issue 2, 1996, Pages 249-290

  Kho, Bong Chan ^a  

^a University of Seoul   (South Korea)

Author keywords

CAPM; GARCH M model; Technical analysis; Time varying risk premium

Indexed keywords

EID: 0030161334     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/0304-405X(95)00861-8     Document Type: Article

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