relation: http://eprints.imtlucca.it/1630/
title: MATLAB Applications of Trading Rules and GARCH with Wavelets Analysis
creator: Giovanis, Eleftherios
subject: HA Statistics
subject: HB Economic Theory
description: 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 
date: 2009-12
type: Working Paper
type: NonPeerReviewed
identifier:   Giovanis, Eleftherios  MATLAB Applications of Trading Rules and GARCH with Wavelets Analysis.  Working Paper  #11/2009          
relation: http://ssrn.com/abstract=1523365
relation: 10.2139/ssrn.1523365