Type I error of t-tests from the simple moving average technical trading rules
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References listed on IDEAS
- Metghalchi Massoud & Garza-Gomez Xavier, 2011. "Trading Rules for the Abu Dhabi Stock Index," Review of Middle East Economics and Finance, De Gruyter, vol. 7(1), pages 52-66, May.
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Keywordsefficient market; moving average trading rules; t-tests; type I error;
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- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- G00 - Financial Economics - - General - - - General
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