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Can chartists outperform the market? market efficiency tests for “technical analysis”

✍ Scribed by Salih N. Neftci; Andrew J. Policano


Publisher
John Wiley and Sons
Year
1984
Tongue
English
Weight
744 KB
Volume
4
Category
Article
ISSN
0270-7314

No coin nor oath required. For personal study only.

✦ Synopsis


any traders in futures markets believe in the predictive power of technical ' W e say that t, is a Martingale Difference if c I = XI -EIX, I I l -i l whtvr I, -I is the informalion set available at the time t -1. In [his sensr, the error terms c, form a srqurnw of U I Icorrelated random variables.


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