Exploring Classic Quantitative Strategies
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- Joseph Man-Joe Leung & Terence Tai-Leung Chong, 2003. "An empirical comparison of moving average envelopes and Bollinger Bands," Applied Economics Letters, Taylor & Francis Journals, vol. 10(6), pages 339-341.
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- Jun Lu & Shao Yi, 2022. "Reducing Overestimating and Underestimating Volatility via the Augmented Blending-ARCH Model," Applied Economics and Finance, Redfame publishing, vol. 9(2), pages 48-59, May.
- Jun Lu & Minhui Wu, 2022. "A note on VIX for postprocessing quantitative strategies," Papers 2207.04887, arXiv.org.
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