Trend Following Trading Under a Regime Switching Model
Author(s) -
Min Dai,
Zhou Yang,
Qing Zhang,
Qiji Jim Zhu
Publication year - 2010
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1630903
Subject(s) - economics , business , econometrics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom