CUSUM Techniques for technical trading in financial markets

Asia-Pacific Financial Markets

Volumn 4, Issue 3, 1997, Pages 257-274

  Lam, Kin ^a   Yam, H C ^b  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Average run length; CUSUM techniques; Filter trading strategy

Indexed keywords

EID: 31644443900     PISSN: 13872834     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (17)

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