Long Run Returns Predictability and Volatility with Moving Averages

Chang Chia-Lin, Jukka Ilomäki, Hannu Laurila, Michael McAleer

    Research output: Contribution to journalArticleScientificpeer-review

    8 Citations (Scopus)
    Original languageEnglish
    Article number105
    JournalRisks
    Volume6
    Issue number4
    DOIs
    Publication statusPublished - 2018
    Publication typeA1 Journal article-refereed

    Publication forum classification

    • Publication forum level 1

    Cite this