A dynamic analysis of moving average rules-Reference-Cited by-同舟云学术

A dynamic analysis of moving average rules

Published:2006-09 Issue:9-10 Volume:30 Page:1729-1753
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Chiarella Carl,He Xue-Zhong,Hommes Cars

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference37 articles.

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5. Boswijk, H., Griffioen, G., Hommes, C., 2000. Success and failure of technical trading strategies in the cocoa futures markets. CeNDEF Working Paper 00-06, University of Amsterdam.

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