Cover image not available

Time series momentum trading strategy and autocorrelation amplification

K. J. Hong

Publication Data

Title Time series momentum trading strategy and autocorrelation amplification
Author K. J. Hong
Contributors S. Satchell, S. Satchell
Publisher University of Cambridge, Faculty of Economics
Publication date 2013
Publication location Cambridge
Language English

Topics

Stocks :: Prices

Catalogue Data

OBNB ID GBB5D2131
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.6322

ISBD

P1053 37 pages
P1042 Includes bibliographical references.

Buy a copy

OBNB doesn't sell books, but you may be able to find a copy at one of these websites:

Time series momentum trading strategy and autocorrelation amplification by K. J. Hong. Published by University of Cambridge, Faculty of Economics in 2013. Publication and catalogue information, links to buy online and reader comments.