مرکز منطقه ای اطلاع رساني علوم و فناوري - The predictability of asset returns: an approach combining technical analysis and time series forecasts

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 :

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

Link To Document :