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"An Agent-Based Approach for Time-Series Momentum and Reversal."

Zhaoyuan Wang et al. (2020)

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DOI: 10.1007/S11424-020-8042-2

access: closed

type: Journal Article

metadata version: 2020-07-01

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  dblp key:
  - journals/jossac/WangLYW20
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  persistent URL:
  - https://dblp.org/rec/journals/jossac/WangLYW20
Zhaoyuan Wang, Shancun Liu, Haijun Yang, Harris Wu:
An Agent-Based Approach for Time-Series Momentum and Reversal. J. Syst. Sci. Complex. 33(2): 461-474 (2020)

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