Can chartists outperform the market? mar
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Salih N. Neftci; Andrew J. Policano
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Article
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1984
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John Wiley and Sons
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English
β 744 KB
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.