References
- Gencay , R. 1999 . Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules . Journal of International Economics , 47 : 91 – 107 .
- Giot , P. 2006 . “ On the relationship between implied volatility indices and stock index returns ” . In Working Paper (26 July 2003) , Belgium : University of Namur .
- Lento , C. 2009 . Combined signal approach: further evidence from the Asian-Pacific equity markets . Applied Economics Letters , 16 : 749 – 53 .
- Levich , R. M. and Thomas , L. R. 1993 . The significance of technical trading rule profits in the foreign exchange market: a bootstrap approach . Journal of International Finance and Money , 12 : 451 – 74 .
- Murphy , J. J. 1999 . Technical Analysis of the Financial Markets: A Comprehensive Guide to Trading Methods and Applications , 2nd , New York : Prentice Hall Press .
- Whaley , R. E. 2009 . Understanding the VIX . The Journal of Portfolio Management , 35 : 98 – 105 .