The price dynamics of common trading strategies

2002/10/01 by J. Doyne Farmer, J.Doyne Farmer, Shareen Joshi · 4 citations
Decision Sciences · Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Stock Market Forecasting Methods

paper · doi:10.1016/s0167-2681(02)00065-3

openalex publication_date 2002/10/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/23

Citations

• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• Co-Integration and Error Correction: Representation, Estimation, and Testing
• The Variation of Certain Speculative Prices

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