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Griffioen, Gerwin A. W.'s
Scholarly Papers
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Total Downloads
11,330 |
Total
Citations
3 |
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Griffioen, Gerwin A. W. University of Amsterdam - Faculty of Economics and Business (FEB)
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Technical analysis, technical trading rules, out-of-sample forecasting, heterogeneous agents modelling, datasnooping, bootstrapping, White's (2000) reality check, Hansen's (2001) superior predictive ability, futures, indexes, stocks, commodities, moving average, support and resistance
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Griffioen, Gerwin A. W. University of Amsterdam - Faculty of Economics and Business (FEB)
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554
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Heterogeneous adaptively learning agents, evolutionary dynamics, risk aversion, trading volume, bifurcation analysis, prediction strategies, technical analysis, fundamental analysis
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Griffioen, Gerwin A. W. University of Amsterdam - Faculty of Economics and Business (FEB)
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pension, contribution, benefit, Japan scenario
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Boswijk, H. Peter University of Amsterdam - Department of Quantitative Economics Griffioen, Gerwin A. W. University of Amsterdam - Faculty of Economics and Business (FEB) Hommes, Cars H. University of Amsterdam - Amsterdam School of Economics (ASE)
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technical analysis, parametric bootstrap techniques, commodity futures, exchange rate
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Records 1 -
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