Suchergebnisse

Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices

In: International journal of forecasting, Band 32, Heft 4, S. 1268-1283

ISSN: 0169-2070

Technical analysis, spread trading, and data snooping control

In: International journal of forecasting, Band 39, Heft 1, S. 178-191

ISSN: 0169-2070

Technical analysis profitability and Persistence: A discrete false discovery approach on MSCI indices

In: Journal of International Financial Markets, Institutions and Money, Vol. 73, 2021

Technical Analysis, Spread Trading and Data Snooping Control

In: International Journal of Forecasting, Volume 39, Issue 1, pp 178-191, January–March 2023, DOI: 10.1016/j.ijforecast.2021.10.002

Performance of Technical Trading Rules: Evidence from the Crude Oil Market

In: The European Journal of Finance, Volume 25, Issue 17, pp. 1793-1815, September 2019, DOI: 10.1080/1351847X.2018.1552172 (Previously, it was entitled "Technical Trading, False Discoveries and Familywise Errors: The Case of Crude Oil"), S. 1-23