مرکز منطقه ای اطلاع رساني علوم و فناوري - Time-varying risk premia, volatility, and technical trading rule profits: Evidence from foreign currency futures markets,

Title of article :

Time-varying risk premia, volatility, and technical trading rule profits: Evidence from foreign currency futures markets,

Author/Authors :

Bong-Chan Kho، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1996

Pages :

From page :

249

To page :

290

Keywords :

Time-varying risk premium , GARCH-M model , CAPM , Technical analysis

Journal title :

Journal of Financial Economics

Serial Year :

1996

Journal title :

Journal of Financial Economics

Record number :

257225

Link To Document :