Publication in refereed journal
香港中文大学研究人员 ( 现职)
| 庄太量教授 (经济学系) |
全文
| 数位物件识别号 (DOI) http://dx.doi.org/10.1080/1350485022000041032 |
引用次数
Web of Sciencehttp://aims.cuhk.edu.hk/converis/portal/Publication/11WOS source URL
其它资讯
摘要This paper endeavors to compare the profitability of Moving Average Envelopes and Bollinger Bands. Despite the fact that Bollinger Bands can capture sudden price fluctuations which Moving Average Envelopes cannot, our study reveals that Bollinger Bands do not outperform the Moving Average Envelopes.
着者Leung JMJ, Chong TTL
期刊名称APPLIED ECONOMICS LETTERS
详细描述From ORKTS: Dear Prof. Chong,
Kindly update the co-author information in the author list. For adding a CU co-author, please click on the "Add" but
出版年份2003
月份5
日期17
卷号10
期次6
出版社ROUTLEDGE TAYLOR & FRANCIS LTD
页次339 - 341
国际标準期刊号1350-4851
电子国际标準期刊号1466-4291
语言英式英语
Web of Science 学科类别Business & Economics; Economics; ECONOMICS
