Here we take an alternative testing approach based on technical trading rule returns. ... can be obtained by replacing Hi with: tfj, : 3d s.t. ElPiWt(\ + 0a#39;Rf+i)) agt; EU^Wtil+0a#39;Rt+i)) (14) Whilst this alternative hypothesis is weaker than (12), we shallanbsp;...
|Title||:||Analysing technical analysis|
|Author||:||Spyros Skouras, European University Institute. Dept. of Economics|