A trading approach to testing for predictability

Journal of Business and Economic Statistics

Volumn 23, Issue 4, 2005, Pages 455-461

  Anatolyev, Stanislav ^a   Gerko, Alexander ^b  

^a NEW ECONOMIC SCHOOL   (Russian Federation)

^b DEUTSCHE BANK AG   (Germany)

Author keywords

Directional accuracy test; Mean predictability; S P500 index; Trading strategy

Indexed keywords

EID: 27544447409     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/073500104000000640     Document Type: Article

References (19)

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