Time Series Momentum and Market Stability
Author(s) -
XueZhong He,
Kai Li
Publication year - 2014
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.2400847
Subject(s) - series (stratigraphy) , momentum (technical analysis) , stability (learning theory) , economics , econometrics , mathematics , statistical physics , financial economics , physics , computer science , geology , paleontology , machine learning
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