Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains-Reference-Cited by-同舟云学术

Technical Analysis Techniques versus Mathematical Models: Boundaries of Their Validity Domains

Published: Issue: Volume: Page:15-30
ISSN:
Container-title:Monte Carlo and Quasi-Monte Carlo Methods 2004
language:
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Author:

Blanchet-Scalliet Christophette,Diop Awa,Gibson Rajna,Talay Denis,Tanré Etienne

Publisher

Springer-Verlag

Link

http://link.springer.com/content/pdf/10.1007/3-540-31186-6_2.pdf

Reference10 articles.

1. S. Achelis. Technical Analysis from A to Z. McGraw Hill, 2000.

2. A. N. Borodin and P. Salminen. Handbook of Brownian Motion-Facts and Formulae. Probability and its Applications. Birkhäuser Verlag, Basel, second edition, 2002.

3. [BSDG+05]_C. Blanchet-Scalliet, A. Diop, R. Gibson, D. Talay, E. Tanré, and K. Kaminski. Technical Analysis Compared to Mathematical Models Based Methods Under Misspecification. NCCR-FINRISK Working Paper Series 253, 2005. http://www.nccr-finrisk.unizh.-ch/wp/index.php

4. I. Karatzas. A note on Bayesian detection of change-points with an expected miss criterion. Statist. Decisions, 21(1):3–13, 2003.

5. Applications of Mathematics;I. Karatzas,1998

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