Concepedia

Decomposing the predictive performance of the moving average trading rule of technical analysis: the contribution of linear and non linear dependencies in stock returns

Alexandros E. Milionis, Evangelia Papanagiotou

SSRN Electronic Journal · 2011 · 26 citations · 37 references

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References

37

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

David A. Dickey, Wayne A. Fuller · Journal of the American Statistical Association · 1979 · 23K citations · Full text

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On a measure of lack of fit in time series models

Greta M. Ljung, George E. P. Box · Biometrika · 1978 · 6K citations

, , +14

Efficient Tests for an Autoregressive Unit Root

Graham Elliott, Thomas J. Rothenberg, James H. Stock · Econometrica · 1996 · 5.6K citations

, , +15

Time Series Analysis: Forecasting and Control

Beat Kleiner, G. E. P. Box, G. J. Jenkins · Technometrics · 1977 · 3.8K citations

, , +11

Applied Econometric Time Series.

mw, Walter Enders · Journal of the American Statistical Association · 1995 · 3K citations

, , +12