Röthig, Andreea and Röthig, Andreas and Chiarella, Carl (2015):
On Candlestick-based Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate Pair-Copula based Models.
(362), Research Paper Series from Quantitative Finance Research Centre, University of Technology, Sydney, [Report]
Item Type: | Report |
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Erschienen: | 2015 |
Creators: | Röthig, Andreea and Röthig, Andreas and Chiarella, Carl |
Title: | On Candlestick-based Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate Pair-Copula based Models |
Language: | English |
Number: | 362 |
Publisher: | Research Paper Series from Quantitative Finance Research Centre, University of Technology, Sydney |
Divisions: | 18 Department of Electrical Engineering and Information Technology 18 Department of Electrical Engineering and Information Technology > Institut für Automatisierungstechnik und Mechatronik 18 Department of Electrical Engineering and Information Technology > Institut für Automatisierungstechnik und Mechatronik > Control Methods and Robotics |
Date Deposited: | 12 Aug 2015 10:26 |
Official URL: | http://www.qfrc.uts.edu.au/research/research_papers/rp362.pd... |
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