• Title of article

    The predictability of asset returns: an approach combining technical analysis and time series forecasts

  • Author/Authors

    Yue Fang، نويسنده , , Daming Xu، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2003
  • Pages
    17
  • From page
    369
  • To page
    385
  • Keywords
    AR-GARCH models , Combining forecasts , Excess returns , predictability , Technical trading rules
  • Journal title
    International Journal of Forecasting
  • Serial Year
    2003
  • Journal title
    International Journal of Forecasting
  • Record number

    179013