Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non-linear dependencies in stock returns

By Milionis Alexandros E.   Papanagiotou Evangelia  

Journal of Applied Statistics, Vol. 40, Iss. 11, 2013-11 ,pp. : 2480-2494

Taylor & Francis Ltd

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An empirical analysis of the volatility of the Japanese stock price index: a non-parametric approach

By Takahashi Katsuyuki   Shoji Isao  

Journal of Applied Statistics, Vol. 38, Iss. 7, 2011-07 ,pp. : 1381-1394

Taylor & Francis Ltd

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Estimates of the likelihood of extreme returns in international stock markets

By David J.V.  

Journal of Applied Statistics, Vol. 27, Iss. 1, 2000-01 ,pp. : 119-130

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Do stock returns have an Archimedean copula?

By Trede Mark   Savu Cornelia  

Journal of Applied Statistics, Vol. 40, Iss. 8, 2013-08 ,pp. : 1764-1778

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Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns

By Salazar Yuri   Ng Wing Lon  

Communications in Statistics: Simulation and Computation, Vol. 42, Iss. 3, 2013-03 ,pp. : 613-635

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