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Data-snooping, technical trading, rule performance and the bootstrap

Ryan Sullivan

Publication Data

Title Data-snooping, technical trading, rule performance and the bootstrap
Author Ryan Sullivan
Contributors Allan Timmermann, Halbert White, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 1998
Publication location London
Language English

Topics

Stock exchanges :: Mathematical models

Catalogue Data

OBNB ID GB9903291
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book

ISBD

P1053 53,[12]p.
P1042 Includes bibliographical references.

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Data-snooping, technical trading, rule performance and the bootstrap by Ryan Sullivan. Published by Centre for Economic Policy Research in 1998. Publication and catalogue information, links to buy online and reader comments.