TY  - RPRT
TI  - MATLAB Applications of Trading Rules and GARCH with Wavelets Analysis
UR  - http://ssrn.com/abstract=1523365
A1  - Giovanis, Eleftherios
Y1  - 2009/12//
VL  - 10.2139/ssrn.1523365
KW  - Keywords: MATLAB
KW  -  moving average
KW  -  MACD
KW  -  trading rules
KW  -  technical analysis
KW  -  GARCH
KW  -  wavelets
KW  -  Monte-Carlo  -  JEL Classification: C15
KW  -  C32
KW  -  C53
KW  -  C63
KW  -  G15
N2  - 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 
ID  - eprints1630
M1  - working_paper
AV  - none
ER  -