Dynamical analysis of S\& P500 momentum

DOI10.1016/S0378-4371(02)00967-6zbMath0998.91014arXivcond-mat/0205241OpenAlexW1975883294MaRDI QIDQ699137

M. C. Fu

Publication date: 6 October 2002

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0205241

zbMATH Keywords

moving average techniqueprice signalprobability measure patterns

Mathematics Subject Classification ID

Microeconomic theory (price theory and economic markets) (91B24)

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