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

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

Authors
Lukas Pichl1
1International Christian University
Corresponding Author
Lukas Pichl
Available Online October 2006.
DOI
10.2991/jcis.2006.68How to use a DOI?
Keywords
stylized facts, universal features, noise trader strategy
Copyright
© 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/).

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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
10.2991/jcis.2006.68
ISSN
1951-6851
DOI
10.2991/jcis.2006.68How to use a DOI?
Copyright
© 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

risenwbib
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  - 10.2991/jcis.2006.68
ID  - Pichl2006/10
ER  -