Work

Testing the performance of technical trading rules in the Chinese markets based on superior predictive test

Year: 2015

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2015.07.029

Authors: Shan Wang, Zhi-Qiang Jiang, Sai-Ping Li, Wei-Xing Zhou

Institutions: East China University of Science and Technology, Institute of Physics, Academia Sinica

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: National Natural Science Foundation of China, China Scholarship Council, Fundamental Research Funds for the Central Universities, Program for Changjiang Scholars and Innovative Research Team in University

Awards: 基于计算实验方法的复杂演化金融系统建模、资产定价及风险管理研究, G264767381, G3946612950

OpenAlex ID: W2137770255

FWCI: 6.056

Cites: 22

Cited by: 20

Related to: 10