It is shown in an appendix that the analytical methods discussed can also be applied successfully to a different technical analysis model not involving cycle analysis.Bessembinder H. and Chan K., Market Efficiency and the Returns to Technical Analysis, Financial Management, Vol. 27, No. 2, 5-17 (1998). 6. Murphy J.A., Futures Fund Performance: A Test of the Effectiveness of Technical Analysis, Journalanbsp;...
|Title||:||Chemometrics-derived Methods and Statistical Techniques to Model and Forecast Futures Markets|
|Publisher||:||ProQuest - 2008|