Foreign exchange trading models and market behavior

Journal of Economic Dynamics and Control

Volumn 27, Issue 6, 2003, Pages 909-935

  Gençay, Ramazan ^a   Dacorogna, Michel ^b   Olsen, Richard ^b   Pictet, Olivier ^b  

^a UNIVERSITY OF WINDSOR   (Canada)

^b NONE

Author keywords

Exponential moving averages; Real time trading models; Robust kernels; Technical trading

Indexed keywords

EID: 0037383909     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1889(02)00049-0     Document Type: Article

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