Gerwin A. W. Griffioen

University of Amsterdam - Faculty of Economics and Business (FEB)

SCHOLARLY PAPERS

4

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Rank 2,906

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Top 2,906

in Total Papers Downloads

24,527

TOTAL CITATIONS

15

Scholarly Papers (4)

1.

Technical Analysis in Financial Markets

Number of pages: 322 Posted: 20 Jul 2004
Gerwin A. W. Griffioen
University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 23,716 (261)
Citation 15

Abstract:

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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

2.

An Evolutionary Adaptive Learning Model with Fundamentalists and Moving Average Traders

Number of pages: 52 Posted: 05 Aug 2004
Gerwin A. W. Griffioen
University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 700 (79,259)

Abstract:

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Heterogeneous adaptively learning agents, evolutionary dynamics, risk aversion, trading volume, bifurcation analysis, prediction strategies, technical analysis, fundamental analysis

3.

A Reality-Check of a Future-Proof Pension Fund Model

Number of pages: 9 Posted: 03 Feb 2011
Gerwin A. W. Griffioen
University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 111 (525,483)

Abstract:

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pension, contribution, benefit, Japan scenario

4.

Success and Failure of Technical Analysis in the Cocoa Futures Market

Posted: 20 Jun 2005
H. Peter Boswijk, Gerwin A. W. Griffioen and Cars H. Hommes
Amsterdam School of Economics, University of Amsterdam - Faculty of Economics and Business (FEB) and Government of Canada - Bank of Canada

Abstract:

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technical analysis, parametric bootstrap techniques, commodity futures, exchange rate