Giovanis, Eleftherios MATLAB Applications of Trading Rules and GARCH with Wavelets Analysis. Working Paper #11/2009
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Official URL: http://ssrn.com/abstract=1523365
Abstract
In this paper we provide MATLAB routines for two major used trading rules, the moving average indicator and MACD oscillator as also the GARCH univariate regression with Monte Carlo simulations and wavelets decomposition, which is an update of an older algorithm
| Item Type: | Working Paper (Working Paper) |
|---|---|
| Identification Number: | https://doi.org/10.2139/ssrn.1523365 |
| Uncontrolled Keywords: | Keywords: MATLAB, moving average, MACD, trading rules, technical analysis, GARCH, wavelets, Monte-Carlo - JEL Classification: C15, C32, C53, C63, G15 |
| Subjects: | H Social Sciences > HA Statistics H Social Sciences > HB Economic Theory |
| Research Area: | Economics and Institutional Change |
| Depositing User: | Ms T. Iannizzi |
| Date Deposited: | 08 Jul 2013 13:58 |
| Last Modified: | 08 Jul 2013 14:02 |
| URI: | http://eprints.imtlucca.it/id/eprint/1630 |
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