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

7 Scopus citations

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