Technical trading revisited: false discoveries, persistence tests, and transaction costs
Contributeurs/tricesBajgrowicz, Pierre Georges; Scaillet, Olivier
Collection
- Cahiers de recherche; 2008.02
Date de publication2008
Résumé
Mots-clés
- Technical Trading
- False Discovery Rate
- Persistence
- Transaction Costs
Structure d'affiliation
Citation (format ISO)
BAJGROWICZ, Pierre Georges, SCAILLET, Olivier. Technical trading revisited: false discoveries, persistence tests, and transaction costs. 2008
Fichiers principaux (1)
Report
Identifiants
- PID : unige:5724