Essays about: "Gustav Fernström"
Found 1 essay containing the words Gustav Fernström.
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1. Beating the Benchmark - an Active Trading Strategy Based on Contrarian Trends and Jump Detection
University essay from Lunds universitet/Nationalekonomiska institutionenAbstract : Extreme price changes are identified in the stock market and related to jumps in the price process. After such extreme events, a reverting (also called contrarian) trend is examined. READ MORE
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