On the efficacy of stop-loss rules in the presence of overnight gaps (Q5212063)
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scientific article; zbMATH DE number 7157432
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| English | On the efficacy of stop-loss rules in the presence of overnight gaps |
scientific article; zbMATH DE number 7157432 |
Statements
On the efficacy of stop-loss rules in the presence of overnight gaps (English)
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24 January 2020
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stop-loss
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risk management
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financial modeling
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overnight gap
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flash crash
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bootstrap
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0.82089525
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0.79100543
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0.78747463
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0.7874435
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0.7853398
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