Theoretical Economics Letters

Vol.9 No.4(2019), Paper ID 91922, 13 pages

DOI:10.4236/tel.2019.94063

 

A Simple Return Generating Model in Discrete Time: Implications and Potential Applications for Market Efficiency Testing and Technical Analysis

 

Alexandros E. Milionis

 

Department of Mathematics, University of the Aegean, Karlovassi, Greece
Bank of Greece, Athens, Greece

 

Copyright © 2019 Alexandros E. Milionis et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Milionis, A. (2019) A Simple Return Generating Model in Discrete Time: Implications and Potential Applications for Market Efficiency Testing and Technical Analysis. Theoretical Economics Letters, 9, 973-985. doi: 10.4236/tel.2019.94063.
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