FURTHER READING MATERIAL
Arcsine Law and Zero Crossing
Levy, P. Processus Stochastiques et Mouvement Brownien. Paris: Editions Jaques
Gaby, 1948.
Rice, S. O. “Mathematical Analysis of Random Noise.”Bell System Technical Jour-
nal24 (1945): 46–156.
Linear Regression
Press, W. H., and others. Numerical Recipes in C, (Cambridge, UK: 2ndEdition.
Cambridge University Press, 1992): 656–670.
Spurious Regression
Granger, C. W. J. and P. Newbold “Spurious Regression in Econometrics,”Journal
of Econometrics2 (1974): 111–120.
Philips, P. C. B. “Understanding Spurious Regression in Econometrics,”Journal of
Econometrics33 (1986): 311–340.
Resampling Methods and BootStrapping
Good, Philip I. Resampling Methods, A Practical Guide To Data Analysis. (Cam-
bridge, Mass.: Birkhauser Boston, 1999).
Testing for Tradability 117