메뉴 건너뛰기




Volumn 9, Issue 2, 1999, Pages 183-191

Technical analysis versus market efficiency - A genetic programming approach

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0038851659     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/096031099332447     Document Type: Article
Times cited : (31)

References (13)
  • 2
    • 84977707376 scopus 로고
    • Simple technical trading rules and the stochastic properties of stock returns
    • Brock, W., Lakonishok, J. and LeBaron, B. (1992) Simple technical trading rules and the stochastic properties of stock returns, The Journal of Finance, 47, 1731-64.
    • (1992) The Journal of Finance , vol.47 , pp. 1731-1764
    • Brock, W.1    Lakonishok, J.2    LeBaron, B.3
  • 5
    • 84936823544 scopus 로고
    • How big is the random walk in GNP?
    • Cochrane, J. (1988) How big is the random walk in GNP?, Journal of Political Economy, 96, 893-920.
    • (1988) Journal of Political Economy , vol.96 , pp. 893-920
    • Cochrane, J.1
  • 6
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation
    • Engle, R. F. (1982) Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation, Econometrica, 50, 987-1007.
    • (1982) Econometrica , vol.50 , pp. 987-1007
    • Engle, R.F.1
  • 9
    • 77956888124 scopus 로고
    • Testing for a unit root in time series regressions
    • Phillips, P. C. B. and Perron, P. (1988) Testing for a unit root in time series regressions, Biometrika, 65, 335-46.
    • (1988) Biometrika , vol.65 , pp. 335-346
    • Phillips, P.C.B.1    Perron, P.2
  • 10
    • 0000899296 scopus 로고
    • The great crash, the oil price shock, and the unit root hypothesis
    • Perron, P. (1989) The great crash, the oil price shock, and the unit root hypothesis, Econometrica, 57, 1361-401.
    • (1989) Econometrica , vol.57 , pp. 1361-1401
    • Perron, P.1
  • 12
    • 45549119048 scopus 로고
    • Bayesian skepticism on unit root econometrics
    • Sims, C. A. (1988) Bayesian skepticism on unit root econometrics, Journal of Economic Dynamics and Control, 12, 463-74.
    • (1988) Journal of Economic Dynamics and Control , vol.12 , pp. 463-474
    • Sims, C.A.1
  • 13
    • 0000659363 scopus 로고
    • The use of technical analysis in the foreign exchange market
    • Taylor, M. and Allen, H. (1992) The use of technical analysis in the foreign exchange market, Journal of International Money and Finance, 11, 304-14.
    • (1992) Journal of International Money and Finance , vol.11 , pp. 304-314
    • Taylor, M.1    Allen, H.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.