Stock Returns: Momentum, Volatility and Interest Rates

TitleStock Returns: Momentum, Volatility and Interest Rates
Publication TypeConference Paper
Year of Publication2003
AuthorsFang, Y.., Wada S.., & Moody J.
Published inProceedings of Computational Intelligence in Financial Engineering
Other Numbers149
Bibliographic Notes

Proceedings of Computational Intelligence in Financial Engineering, IEEE Press

Abbreviated Authors

Y. Fang, S. Wada, and J. Moody

ICSI Research Group

Algorithms

ICSI Publication Type

Article in conference proceedings