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A theoretical analysis of trading rules: an application to the moving average case with Markovian returns - MaRDI portal

A theoretical analysis of trading rules: an application to the moving average case with Markovian returns (Q4541545)

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scientific article; zbMATH DE number 1771944
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English
A theoretical analysis of trading rules: an application to the moving average case with Markovian returns
scientific article; zbMATH DE number 1771944

    Statements

    A theoretical analysis of trading rules: an application to the moving average case with Markovian returns (English)
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    4 September 2002
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    trading rules
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    returns
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    Identifiers