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
42
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