eprintid: 1630
rev_number: 9
eprint_status: archive
userid: 6
dir: disk0/00/00/16/30
datestamp: 2013-07-08 13:58:37
lastmod: 2013-07-08 14:02:29
status_changed: 2013-07-08 13:58:37
type: monograph
metadata_visibility: show
creators_name: Giovanis, Eleftherios
creators_id: eleftherios.giovanis@imtlucca.it
title: MATLAB Applications of Trading Rules and GARCH with Wavelets Analysis
ispublished: pub
subjects: HA
subjects: HB
divisions: EIC
full_text_status: none
monograph_type: working_paper
keywords: Keywords: MATLAB, moving average, MACD, trading rules, technical analysis, GARCH, wavelets, Monte-Carlo  -  JEL Classification: C15, C32, C53, C63, G15
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 
date: 2009-12
date_type: published
number: 11
id_number: 10.2139/ssrn.1523365
institution: IMT Institute for Advanced Studies Lucca
official_url: http://ssrn.com/abstract=1523365
citation:   Giovanis, Eleftherios  MATLAB Applications of Trading Rules and GARCH with Wavelets Analysis.  Working Paper  #11/2009