Measuring the profitability of market timing strategies and trading systems based on high market variation

Bibliographic reference Gorgerin, Mathieu. Measuring the profitability of market timing strategies and trading systems based on high market variation. Louvain School of Management, Université catholique de Louvain, 2012. Prom. : Petitjean, Mikael.
Permanent URL http://hdl.handle.net/2078.1/thesis:4167