Título:

A Discrete and a Continuous-Time Model Based on a Technical Trading Rule

Autor:

João Nicolau (UTL)

Revista:

Journal Of Financial Econometrics

Ano:

2007

Volume:

5

Páginas:

266-284

Códigos JEL:

F31 - Foreign Exchange
G12 - Asset Pricing; Trading volume; Bond Interest Rates
G15 - International Financial Markets