메뉴 건너뛰기




Volumn 28, Issue 3, 2005, Pages 531-535

Empirical study of trading rule discovery in China stock market

Author keywords

Charting heuristic; Rule discovery; Stock market

Indexed keywords

DATA REDUCTION; EXTRAPOLATION; FINANCE; FRACTALS; HEURISTIC METHODS; INDUSTRIAL RESEARCH; KNOWLEDGE BASED SYSTEMS; MARKETING;

EID: 13644259954     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2004.12.014     Document Type: Article
Times cited : (12)

References (15)
  • 1
    • 0030520821 scopus 로고    scopus 로고
    • Long-term dependence in stock returns
    • J.T. Barkoulas, and C.F. Baum Long-term dependence in stock returns Economics Letters 53 1996 253 259
    • (1996) Economics Letters , vol.53 , pp. 253-259
    • Barkoulas, J.T.1    Baum, C.F.2
  • 4
    • 84986759400 scopus 로고
    • The estimation and application of long memory time series models
    • J. Geweke, and S. Porter-Hudak The estimation and application of long memory time series models Journal of Time Series Analysis 4 1983 221 238
    • (1983) Journal of Time Series Analysis , vol.4 , pp. 221-238
    • Geweke, J.1    Porter-Hudak, S.2
  • 7
    • 0036721784 scopus 로고    scopus 로고
    • Market timing: A test of a charting heuristic
    • W. Leigh, N. Paz, and R. Purvis Market timing: a test of a charting heuristic Economics Letters 77 2002 55 63
    • (2002) Economics Letters , vol.77 , pp. 55-63
    • Leigh, W.1    Paz, N.2    Purvis, R.3
  • 8
    • 13644268777 scopus 로고    scopus 로고
    • The nonlinear dynamic chaotic characters of the shanghai securities business composite exponent
    • X.-x. Liu, and j.-x. Guo The nonlinear dynamic chaotic characters of the shanghai securities business composite exponent Journal of Shandong University of Technology 31 5 2001
    • (2001) Journal of Shandong University of Technology , vol.31 , Issue.5
    • Liu, X.-X.1    Guo, J.-X.2
  • 9
    • 0000140166 scopus 로고
    • Long-term memory in stock market prices
    • A.W. Lo Long-term memory in stock market prices Econometrica 59 1991 1279 1313
    • (1991) Econometrica , vol.59 , pp. 1279-1313
    • Lo, A.W.1
  • 10
    • 0000251502 scopus 로고
    • A statistical methodology for non-periodic cycles: From the covariance to R/S analysis
    • B.B. Mandelbrot A statistical methodology for non-periodic cycles: from the covariance to R/S analysis Annals of Economic and Social Measurement 1 1972 259 290
    • (1972) Annals of Economic and Social Measurement , vol.1 , pp. 259-290
    • Mandelbrot, B.B.1
  • 13
    • 84897913178 scopus 로고
    • Robustness of the rescaled range R/S in the measurement of noncyclic long-run statistical dependence
    • B.B. Mandelbrot, and J.R. Wallis Robustness of the rescaled range R/S in the measurement of noncyclic long-run statistical dependence Water Resources Research 5 1969 967 988
    • (1969) Water Resources Research , vol.5 , pp. 967-988
    • Mandelbrot, B.B.1    Wallis, J.R.2
  • 15
    • 13644270773 scopus 로고    scopus 로고
    • The system dynamics analysis on stock market: A case of shanghai stock market
    • H.-h. Wu, and D.-y. Li The system dynamics analysis on stock market: a case of shanghai stock market Modern Economic Science 23 6 2001
    • (2001) Modern Economic Science , vol.23 , Issue.6
    • Wu, H.-H.1    Li, D.-Y.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.