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

Author： Milionis Alexandros E.   Papanagiotou Evangelia  

Publisher： Taylor & Francis Ltd

ISSN： 1360-0532

Source： Journal of Applied Statistics, Vol.40, Iss.11, 2013-11, pp. : 2480-2494

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