Naive trading rules in financial markets and Wiener-Kolmogorov prediction theory : a study of "technical analysis"
Year of publication: |
1991
|
---|---|
Authors: | Neftci, Salih N. |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 64.1991, 4, p. 549-571
|
Subject: | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | USA | United States | 1792-1976 |
-
The predictability of German stock returns
Klähn, Judith, (2000)
-
Stock market and real activity cointegration analysis : application to US and Japan markets
Ansotegui, Carmen, (1993)
-
Forecasting movements in the stock market : a comparison between static and dynamic models
Jung, Chulho, (1994)
- More ...
-
Puttable and Extendible Bonds : Developing Interest Rate Derivatives for Emerging Markets
Neftci, Salih N., (2003)
-
An introduction to the mathematics of financial derivatives
Neftci, Salih N., (1996)
-
Principles of financial engineering
Neftci, Salih N., (2008)
- More ...