Non-parametric momentum based on ranks and signs

Tsung Yu Chen
, Pin Huang Chou
, Kuan Cheng Ko
, S. Ghon Rhee

Department of Finance

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

1 results

Finished
Performance Evaluation of Trading Strategies: A Regression-Based Approach(3/3)
Chou, P.-H. (PI)
1/08/17 → 31/07/18
Project: Research