Spurious regressions in technical trading
Year of publication: |
2012
|
---|---|
Authors: | Shintani, Mototsugu ; Yabu, Tomoyoshi ; Nagakura, Daisuke |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 169.2012, 2, p. 301-309
|
Publisher: |
Elsevier |
Subject: | Efficient market hypothesis | Nonstationary time series | Random walk | Technical analysis |
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