IS TECHNICAL ANALYSIS INFORMATIVE IN UK STOCK MARKET？ EVIDENCE FROM DECOMPOSITION-BASED VECTOR AUTOREGRESSIVE （DVAR） MODEL
- ISSN号：1009-6124
- 期刊名称：《系统科学与复杂性学报：英文版》
- 时间：0
- 分类：O212[理学—概率论与数理统计;理学—数学] F832.5[经济管理—金融学]
- 作者机构：[1]Research Center of Applied Finance, University of International Business and Economics, Beijing 100029,, [2]School of Banking and Finance, University of International Business and Economics, Beijing 100029, China., [3]School of International Trade and Economics, University of International Business and Economics, Beijing100029, China., [4]School Management, China University of Mining and Technology, Beijing 100083, China.
- 相关基金：This research is supported by Social Science Foundation of Ministry of Education of China under Grant No. 12YJC790001, National Social Science Foundation of China under Grant No. 12CJYllT, the National Natural Science Foundation of China under Grant Nos. 71003057 and 71373262, and the Program for Innovative Research Team and ＂211＂ Program in UIBE.
关键词：
向量自回归, 技术分析, 英国, 股市, 信息, 分解, VAR模型, 可预测性, DVAR, stock market predictability, technical analysis, UK stock market.
中文摘要：
China. Emaih hbxie@amss.ac.cn.
WANG Mingxi
同期刊论文项目
位置：