Gerwin A. W. Griffioen

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

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 1,549

SSRN RANKINGS

Top 1,549

in Total Papers Downloads

15,906

CITATIONS
Rank 40,177

SSRN RANKINGS

Top 40,177

in Total Papers Citations

4

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 13,505 (139)
Citation 3

Abstract:

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 589 (33,714)
Citation 1

Abstract:

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 42 (322,447)

Abstract:

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
University of Amsterdam - Amsterdam School of Economics, University of Amsterdam - Faculty of Economics and Business (FEB) and University of Amsterdam - Amsterdam School of Economics (ASE)

Abstract:

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