Tests of the Random Walk Hypothesis Against a Price-Trend Hypothesis
No abstract is available for this item.
Volume (Year): 17 (1982)
Issue (Month): 01 (March)
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Web page: http://journals.cambridge.org/jid_JFQ
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"Optimization of Trading Physics Models of Markets,"
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- Markku Lanne & Mika Meitz & Pentti Saikkonen, 2012. "Testing for Predictability in a Noninvertible ARMA Model," Koç University-TUSIAD Economic Research Forum Working Papers 1225, Koc University-TUSIAD Economic Research Forum.
- Lanne, Markku & Meitz, Mika & Saikkonen, Pentti, 2012. "Testing for predictability in a noninvertible ARMA model," MPRA Paper 37151, University Library of Munich, Germany.
- L. Ingber & R.P. Mondescu, 2003. "Automated internet trading based on optimized physics models of markets," Lester Ingber Papers 03ai, Lester Ingber.
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