Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation
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- Andrew W. Lo & Harry Mamaysky & Jiang Wang, 2000. "Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation," Journal of Finance, American Finance Association, vol. 55(4), pages 1705-1770, August.
- Andrew Lo & Harry Mamaysky & Jiang Wang, 1999. "Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation," Computing in Economics and Finance 1999 402, Society for Computational Economics.
References listed on IDEAS
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2000-05-16 (All new papers)
- NEP-ECM-2000-05-16 (Econometrics)
- NEP-FIN-2000-05-16 (Finance)
- NEP-FMK-2000-05-16 (Financial Markets)
- NEP-HIS-2000-05-16 (Business, Economic & Financial History)
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