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  • Search: subject:"high frequency econometric"
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Year of publication
Subject
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high frequency econometric 3 investment decision support 3 Financial analysis 2 Finanzanalyse 2 Theorie 2 Theory 2 binary-temporal representation 2 candlestick representation 2 technical analysis 2 Econometric model 1 Econometrics 1 Forecasting model 1 Prognoseverfahren 1 automatic forecasting 1 econometric models 1 price forecasting 1 Ökonometrie 1 Ökonometrisches Modell 1
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Online availability
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Free 3 CC license 2
Type of publication
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Article 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Article 1
Language
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English 3
Author
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Stasiak, Michał Dominik 3
Published in...
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International Journal of Financial Studies 1 International Journal of Financial Studies : open access journal 1 Risks : open access journal 1
Source
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ECONIS (ZBW) 2 EconStor 1
Showing 1 - 3 of 3
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Algoritmic trading system based on state model for moving average in a binary-temporal representation
Stasiak, Michał Dominik - In: Risks : open access journal 10 (2022) 4, pp. 1-15
One of the most basic methods of technical analysis that is used in the practice of investment is the analysis of moving averages, usually calculated for exchange rates in a candlestick representation. The following paper proposes a new, state model, describing the process of trajectory changes...
Persistent link: https://www.econbiz.de/10013357257
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Candlestick - the main mistake of economy research in high frequency markets
Stasiak, Michał Dominik - In: International Journal of Financial Studies 8 (2020) 4, pp. 1-15
One of the key problems of researching the high-frequency financial markets is the proper data format. Application of the candlestick representation (or its derivatives such as daily prices, etc.), which is vastly used in economic research, can lead to faulty research results. Yet, this fact is...
Persistent link: https://www.econbiz.de/10013200306
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Candlestick - the main mistake of economy research in high frequency markets
Stasiak, Michał Dominik - In: International Journal of Financial Studies : open … 8 (2020) 4/59, pp. 1-15
One of the key problems of researching the high-frequency financial markets is the proper data format. Application of the candlestick representation (or its derivatives such as daily prices, etc.), which is vastly used in economic research, can lead to faulty research results. Yet, this fact is...
Persistent link: https://www.econbiz.de/10012321071
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