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Quantf Research
University of London, King's College London, Department of Management
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Dow Jones, ETF, Exchange Rate, Moving average, Price cross-over, S&P500, Threshold, Trailing stop, Technical analysis, Technical Trading, Trading strategies
ETF, Exchange Rate, Moving average, Price cross-over, S&P500, Short Sales, Stop and Reverse, Threshold, Trailing stop, Technical analysis, Technical Trading, Trading strategies
Return Sign, Trading Strategies, Market Timing, Time Series Momentum
Reversal, Trend Following, Market Timing, Time Series Momentum, Returns Signal Momentum
Baltic Dry Index, Commodities, Concordance, Cyclical Analysis, Forecasting, Turning Points
Moving average, Trading Rules, Stop loss, Trailing stop
Big Data, Nowcasting, Early Estimates, Econometric Methods
Averaging, Covariance Estimation, Financial Returns, Multivariate Time Series, Portfolio Allocation, Risk Management, Rolling Window
information processing, volatility persistency, high-frequency data, price discovery, realized volatility, fractionally cointegrated vector autoregressive (FCVAR)
Bayesian Shrinkage Regression, Dynamic Factor Model, Euro Area, Forecasting, Kalman Filter, Partial Least Squares
Bayesian shrinkage regression, dynamic factor model, euro area, forecasting, Kalman filter, partial least squares
Covariance Matrix, Shrinkage Methods, Portfolio Optimisation
Bayesian Shrinkage Regression, Cross-Sectional Dependence, Cross-Sectional Averages, Euro Area, Forecasting, Genetic Algorithms, Heuristic Optimisation, MC^3, PEEIs, Sequential Testing, Simulated Annealing, Partial Least Squares, Principal Components
Heuristic optimisation, Information criteria, Unbalanced datasets, Model Reduction, Forecasting, PEEI
ARFIMA Models, Impulse Response, Long Memory
Forecasting, Infinite Autoregressions, Long Memory, MLE, Local Whittle
Term Structure, Yield Curve, Nelson-Siegel, Coronavirus, COVID-19, Time-varying coefficient models, Autoregressive processes, US, Euro-Area
Bayesian Shrinkage Regression, EU, Forecasting, Partial Least Squares, Summary Indicators
Financial Conditions, Forecasting
Business Cycles, Recession
Big Data, Nowcasting, Sparse Regressions, Factor Models
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Fractional differencing bootstrap, fractional integration, resampling
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $42.00 .
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