Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)

Stylized Facts in Internal Return Rates of Trend Speculators on Stock Indices

Authors
Lukas Pichl 0
Corresponding Author
Lukas Pichl
0International Christian University
Available Online October 2006.
DOI
https://doi.org/10.2991/jcis.2006.68How to use a DOI?
Keywords
stylized facts, universal features, noise trader strategy
Open Access
This is an open access article distributed under the CC BY-NC license.

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Volume Title
Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)
Series
Advances in Intelligent Systems Research
Publication Date
October 2006
ISBN
978-90-78677-01-7
ISSN
1951-6851
DOI
https://doi.org/10.2991/jcis.2006.68How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - CONF
AU  - Lukas Pichl
PY  - 2006/10
DA  - 2006/10
TI  - Stylized Facts in Internal Return Rates of Trend Speculators on Stock Indices
BT  - Proceedings of the 9th Joint International Conference on Information Sciences (JCIS-06)
PB  - Atlantis Press
SN  - 1951-6851
UR  - https://doi.org/10.2991/jcis.2006.68
DO  - https://doi.org/10.2991/jcis.2006.68
ID  - Pichl2006/10
ER  -