n-tuple S\&P patterns across decades, 1950--2011

DOI10.1007/S10100-013-0298-3MaRDI QIDQ301214zbMATH OpenOpenAlexFDO

Authors Mary Malliaris, Anastasios G. Malliaris

Publication date 30 June 2016

Published in CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10100-013-0298-3

zbMATH Keywords

decision tree methodologypatterns across decadesrandom walkS\&P 500 index

Mathematics Subject Classification ID

Economic time series analysis (91B84) Statistical methods; risk measures (91G70)

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