Martingales, detrending data, and the efficient market hypothesis
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2008-01-01Author
McCauley, Joseph L.
Bassler, Kevin E.
Gunaratne, Gemunu H.
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McCauley, Joseph L. Bassler, Kevin E.; Gunaratne, Gemunu H. (2008). Martingales, detrending data, and the efficient market hypothesis. Physica A: Statistical Mechanics and its Applications 387 (1), 202-216