Browsing by Subject "GARCH(1,1)"

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  • Back to the Future. A Behavioural Perspective on Technical Analysis into PIGS Countries 

    Papathanasiou, Spyros; Vasiliou, Dimitrios; Eriotis, Nikolaos (2015-07)
    In this paper, we investigate the possible presence of the behavioural phenomenon in the stock markets of some members of the European Union who are historically known as PIGS (Portugal, Italy, Greece and Spain). We used ...

  • Technical Trading Profitability in Greek Stock Market 

    Vasiliou, Dimitrios; Eriotis, Nikolaos; Papathanasiou, Spyros (2008-07)
    We examine the performance of various types of technical trading rules in the Athens Stock Exchange (ASE). In particular, this study examines the predictability of daily returns for the ASE by using the various moving ...