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.
Research Paper Series from Quantitative Finance Research Centre, University of Technology, Sydney, (362), [Online-Edition: http://www.qfrc.uts.edu.au/research/research_papers/rp362.pd...],
[Report]
| Item Type: | Report |
|---|---|
| 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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