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On Candlestick-based Trading Rules Profitability Analysis via Parametric Bootstraps and Multivariate Pair-Copula based Models

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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