Technical analysis compared to mathematical models based methods under parameters mis-specification

Author:

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

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference16 articles.

1. Technical Analysis from A to Z;Achelis,2000

2. A new look at optimal stopping problems related to mathematical finance;Beibel;Statistical Sinica,1997

3. Technical analysis techniques versus mathematical models: boundaries of their validity domains;Blanchet-Scalliet,2006

4. Blanchet-Scalliet, C., Diop, A., Gibson, R., Talay, D., Tanré, E., Kaminski, K. 2005. Technical analysis compared to mathematical models based methods under misspecification. Working Paper Series 253, NCCR-FINRISK, 2005. http://www.nccr-finrisk.unizh.ch/wps.php?action=query&id=253.

5. Handbook of Brownian motion – facts and formulae;Borodin,2002

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