A simple return generating model in discrete time : implications and potential applications for market efficiency testing and technical analysis
Alexandros E. Milionis
| Year of publication: |
2019
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|---|---|
| Authors: | Milionis, Alexandros E. |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 9.2019, 4, p. 973-985
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| Subject: | Evolving Efficiency | Market Efficiency Testing | Random Walks | Return Generating Model | Return Predictability | Technical Analysis | Effizienzmarkthypothese | Efficient market hypothesis | Random Walk | Random walk | Theorie | Theory | Prognoseverfahren | Forecasting model | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2019.94063 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012023083