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  • Search: subject:"$\mathcal\{Z\}$-transform"
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Subject
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$\mathcal{Z}$-transform 1 Time series 1 algebra 1 estimation 1 foreign exchange rates 1 heteroscedasticity 1 identification 1 linear difference equations 1 mathematical finance 1 model-free forecasting 1 noises 1 technical analysis 1 trends 1 volatility 1
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Free 1
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Book / Working Paper 1
Language
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English 1
Author
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Fliess, Michel 1 Join, Cédric 1
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HAL 1
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Post-Print / HAL 1
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RePEc 1
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Time Series Technical Analysis via New Fast Estimation Methods: A Preliminary Study in Mathematical Finance
Fliess, Michel; Join, Cédric - HAL - 2008
of the volatility with respect to the forecasted trendline, are provided. $\mathcal{Z}$-transform and differential …
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