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Statistical inference and modelling of momentum in stock prices 

Authors: G. Caginalp ^a; G. Constantine ^a

Affiliation:

a Department of Mathematics and Statistics, University of Pittsburgh, Pittsburgh, PA, USA

DOI: 10.1080/13504869500000012

Publication Frequency: 6 issues per year

Published in: Applied Mathematical Finance, Volume 2, Issue 4 October 1995 , pages 225 - 242

Subjects: Applied Mathematics; Business Mathematics; Finance; Financial Mathematics; Physics;

Formats available: PDF (English)

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