MATLAB Applications of Trading Rules and GARCH with Wavelets Analysis

In this paper we provide MATLAB routines for two major used trading rules, the moving average indicator and MACD oscillator as also the GARCH univariate regression with Monte Carlo simulations and wavelets decomposition, which is an update of an older algorithm

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Year of publication:	2009
Authors:	Giovanis, Eleftherios
Publisher:	[2009]: [S.l.] : SSRN
Subject:	Zustandsraummodell \| State space model \| ARCH-Modell \| ARCH model \| Theorie \| Theory \| Wertpapierhandel \| Securities trading \| Prognoseverfahren \| Forecasting model \| Zeitreihenanalyse \| Time series analysis

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Extent:	1 Online-Ressource (11 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 14, 2009 erstellt
Other identifiers:	10.2139/ssrn.1523365 [DOI]
Classification:	C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; C63 - Computational Techniques ; G15 - International Financial Markets
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10013153142