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Details for article 29 of 195 found articles
| Title: |
Charts as signals in Markov switching world |
| Author: |
Dewachter, Hans |
| Appeared in: |
Applied economics letters |
| Paging: | Volume 3 (1996) nr. 6 pages 405-407 |
| Year: |
1996-06-01 |
| Contents: |
This note evaluates the signal performance of charts under the maintained assumption that the DGP is a standard Markov switching model. It is found that, within this framework, charts contain valuable information with respect to the current state of the latent process. Hence, this note provides a (statistical) rationale for the reported profitability of chartists rules in terms of an underlying Markov switching model as the DGP. |
| Publisher: |
Routledge |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 29 of 195 found articles
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