Technical trading rules for nonlinear dynamics of stock returns: evidence from the G-7 stock markets

Kwang-il Choe, Joshua Krausz and Kiseok Nam ()

Review of Quantitative Finance and Accounting, 2011, vol. 36, issue 3, 323-353

Keywords: Technical trading strategies; Asymmetric reverting property; Nonlinear autoregressive models; Pacific Basin stock markets; C53; G10; G14 (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s11156-010-0180-5

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