Stylized Facts in Internal Return Rates of Trend Speculators on Stock Indices
1International Christian University
Available Online October 2006.
- https://doi.org/10.2991/jcis.2006.68How to use a DOI?
- stylized facts, universal features, noise trader strategy
- © 2006, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
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 -