Predictability of structural co-movement in commodity prices: the role of technical indicators
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Publication:4555111
DOI10.1080/14697688.2016.1225977zbMath1402.91823OpenAlexW2548658127MaRDI QIDQ4555111
Libo Yin, Qingyuan Yang, Zhi Su
Publication date: 19 November 2018
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2016.1225977
Applications of statistics to actuarial sciences and financial mathematics (62P05) Derivative securities (option pricing, hedging, etc.) (91G20)
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