Spurious regressions in technical trading : momentum or contrarian?
Mototsugu Shintani, Tomoyoshi Yabu, and Daisuke Nagakura
| Year of publication: |
2008
|
|---|---|
| Authors: | Shintani, Mototsugu ; Yabu, Tomoyoshi ; Nagakura, Daisuke |
| Publisher: |
Tokyo |
| Subject: | Effizienzmarkthypothese | Efficient market hypothesis | Finanzanalyse | Financial analysis | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Statistischer Test | Statistical test | Zeitreihenanalyse | Time series analysis | Japan | 2004-2006 |
| Extent: | 29, [9] S. graph. Darst. |
|---|---|
| Series: | IMES discussion paper series. - Tokyo : Inst., ZDB-ID 1480668-X. - Vol. 2008,9 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003727425