Spurious regressions in technical trading
Year of publication: |
2012
|
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Authors: | Shintani, Mototsugu ; Tomoyoshi, Yabu ; Nagakura, Daisuke |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 169.2012, 2, p. 301-309
|
Subject: | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis | Statistischer Test | Statistical test | Random Walk | Random walk |
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