\(n\)-tuple S\&P patterns across decades, 1950--2011

DOI10.1007/S10100-013-0298-3zbMath1339.91138OpenAlexW2094481736MaRDI QIDQ301214

Mary Malliaris, Anastasios G. Malliaris

Publication date: 30 June 2016

Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10100-013-0298-3

zbMATH Keywords

random walkdecision tree methodologypatterns across decadesS\&P 500 index

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Economic time series analysis (91B84)

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