A Stock Trading Strategy Based on Time-Varying Quantile Theory

Tiantian Liu, Ning Qiu, Wentao Gu. A Stock Trading Strategy Based on Time-Varying Quantile Theory. JACIII, 19(3):417-422, 2015. [doi]

@article{LiuQG15,
  title = {A Stock Trading Strategy Based on Time-Varying Quantile Theory},
  author = {Tiantian Liu and Ning Qiu and Wentao Gu},
  year = {2015},
  url = {http://www.fujipress.jp/finder/xslt.php?mode=present&inputfile=JACII001900030011.xml},
  researchr = {https://researchr.org/publication/LiuQG15},
  cites = {0},
  citedby = {0},
  journal = {JACIII},
  volume = {19},
  number = {3},
  pages = {417-422},
}