Browsing by Subject "EGARCH"

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  • Profits from Technical Trading Rules: The Case of Cyprus Stock Exchange 

    Papathanasiou, Spyros; Samitas, Aristeidis (EuroJournals Publishing, 2010)
    We examine the performance of various types of technical trading rules in the emerging Cyprus Stock Market (CSE). Furthermore, we examine the predictability of daily returns for the CSE with respect to the extent that the ...