Properties of some statistics for AR-ARCH model with application to technical analysis-Reference-Cited by-同舟云学术

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Properties of some statistics for AR-ARCH model with application to technical analysis

Published:2009-03 Issue:2 Volume:225 Page:522-530
ISSN:0377-0427
Container-title:Journal of Computational and Applied Mathematics
language:en
Short-container-title:Journal of Computational and Applied Mathematics

Author:

Huang Xudong,Liu Wei

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference11 articles.

1. Critéres d’ergodicité de quelques modéles á représentation markovenne;Ango Nze;C.R. Acad. Sci. Paris,1992

2. Bollinger on Bollinger Bands;Bollinger,2002

3. Basic properties of strong mixing conditions, A survey and some open questions;Bradley;Probab. Surveys,2005

4. Stability and the Lyapounov exponent of threshold AR-ARCH models;Cline;Ann. Appl. Probab.,2004

5. Mixing conditions for Markov chains;Davydov;Theory Probab. Appl.,1973

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2. Global solutions and blow-up for Klein–Gordon equation with damping and logarithmic terms;Applicable Analysis;2023-09-10

3. Fractional Black-Scholes Model and Technical Analysis of Stock Price;Journal of Applied Mathematics;2013

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