Statistical inference and modelling of momentum in stock prices

DOI10.1080/13504869500000012zbMath1466.91281OpenAlexW3123314212MaRDI QIDQ4994408

Gunduz Caginalp, Gregory M. Constantine

Publication date: 18 June 2021

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/13504869500000012

zbMATH Keywords

ARIMAclosed end fundsstatistical modelling of financial instrumentsstock price momentum

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

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The nonlinear price dynamics of U.S. equity ETFs ⋮ Hybrid methodology for technical analysis

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