@techreport{eprints1630,
            type = {Working Paper},
          author = {Eleftherios Giovanis},
           title = {MATLAB Applications of Trading Rules and GARCH with Wavelets Analysis},
            year = {2009},
           month = {December},
     institution = {IMT Institute for Advanced Studies Lucca},
          number = {10.2139/ssrn.1523365},
             url = {http://eprints.imtlucca.it/1630/},
        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 },
        keywords = {Keywords: MATLAB, moving average, MACD, trading rules, technical analysis, GARCH, wavelets, Monte-Carlo  -  JEL Classification: C15, C32, C53, C63, G15}
}