An investigation of duration dependence in the American stock market cycle
Year of publication: |
2010
|
---|---|
Authors: | Chong, Terence Tai-Leung ; Li, Zimu ; Chen, Haiqiang ; Hinich, Melvin |
Published in: |
Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 37.2010, 8, p. 1407-1416
|
Publisher: |
Taylor & Francis Journals |
Subject: | duration dependence | stock market cycles | moving average |
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