%N 11
%R 10.2139/ssrn.1523365
%D 2009
%K Keywords: MATLAB, moving average, MACD, trading rules, technical analysis, GARCH, wavelets, Monte-Carlo  -  JEL Classification: C15, C32, C53, C63, G15
%X 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 
%L eprints1630
%A Eleftherios Giovanis
%I IMT Institute for Advanced Studies Lucca
%T MATLAB Applications of Trading Rules and GARCH with Wavelets Analysis