185 Stranmillis Road
Belfast, BT9 5EE
Queen's University Management School
in Total Papers Downloads
Dow Jones, ETF, Exchange Rate, Moving average, Price cross-over, S&P500, Threshold, Trailing stop, Technical analysis, Technical Trading, Trading strategies
ETF, Exchange Rate, Moving average, Price cross-over, S&P500, Short Sales, Stop and Reverse, Threshold, Trailing stop, Technical analysis, Technical Trading, Trading strategies
Baltic Dry Index, Commodities, Concordance, Cyclical Analysis, Forecasting, Turning Points
Averaging, Covariance Estimation, Financial Returns, Multivariate Time Series, Portfolio Allocation, Risk Management, Rolling Window
Moving average, Trading Rules, Stop loss, Trailing stop
Bayesian Shrinkage Regression, Dynamic Factor Model, Euro Area, Forecasting, Kalman Filter, Partial Least Squares
Bayesian shrinkage regression, dynamic factor model, euro area, forecasting, Kalman filter, partial least squares
Covariance Matrix, Shrinkage Methods, Portfolio Optimisation
Bayesian Shrinkage Regression, Cross-Sectional Dependence, Cross-Sectional Averages, Euro Area, Forecasting, Genetic Algorithms, Heuristic Optimisation, MC^3, PEEIs, Sequential Testing, Simulated Annealing, Partial Least Squares, Principal Components
ARFIMA Models, Impulse Response, Long Memory
Heuristic optimisation, Information criteria, Unbalanced datasets, Model Reduction, Forecasting, PEEI
Bayesian Shrinkage Regression, EU, Forecasting, Partial Least Squares, Summary Indicators
Financial Conditions, Forecasting
Business Cycles, Recession
Forecasting, Infinite Autoregressions, Long Memory, MLE, Local Whittle
volatility persistency, stochastic volatility, realized variance, fractionally cointegrated vector autoregressive (FCVAR), price discovery, high-frequency data.
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: ROIE.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.562 seconds