V. 6:9 (340-345): SIDEBAR: Other Research

V. 6:9 (340-345): SIDEBAR: Other Research
Item# \V06\C09\SIDEBO.PDF
Availability: In Stock

Product Description

Other Research

There are at least two reasons why other researchers have not found the significant dependencies described here and in the October 1987 S&C article on money supply.

First, most of the other workers in this area have used either serial or auto correlation or runs tests (see for example, P. Cottner, Random Character of Stock Market Prices, MIT Press, 1964). As I pointed out in the April 1988 S&C issue, there are some significant problems associated with using correlation techniques on this data. Further, correlation only tests for one form of serial dependency there are other forms that would be missed. The same holds true for tests based on runs. Statisticians apparently cannot agree if runs tests are tests of randomness or independence (see S&C, September 1986).

*Note: $2.95-$5.95 Articles are in PDF format only. No hard copy of the article(s) will be delivered. During checkout, click the "Download Now" button to immediately receive your article(s) purchase. STOCKS & COMMODITIES magazine is delivered via mail. After paying for your subscription at store.traders.com users can view the S&C Digital Edition in the subscriber's section on Traders.com.

Take Control of Your Trading.
Professional Traders' Starter Kit
All these items shown below only $299.99!
  • 5-year subscription to Technical Analysis of STOCKS & COMMODITIES, The Traders' magazine. (Shipping outside the US is extra. Washington state addresses require sales tax based on your locale.)
  • 5 year access to S&C Archive
  • 5 year access to S&C Digital Edition
  • 5-year subscription to Traders.com Advantage.
  • 5-year subscription to Working Money.
  • Free book selection.
  • Click Here to Order