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

Lukas Pichl. Stylized Facts in Internal Return Rates of Trend Speculators on Stock Indices. In Proceedings of the 2006 Joint Conference on Information Sciences, JCIS 2006, Kaohsiung, Taiwan, ROC, October 8-11, 2006. Atlantis Press, 2006. [doi]

Authors

Lukas Pichl

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