Stochastic volatility model and technical analysis of stock price (Q475736): Difference between revisions
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| Property / DOI: 10.1007/s10114-011-9468-1 / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s10114-011-9468-1 / rank | |||
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| Property / OpenAlex ID: W2080986910 / rank | |||
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| Property / cites work: Stochastic volatility models as hidden Markov models and statistical applications / rank | |||
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| Property / cites work: Q4450670 / rank | |||
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| Property / cites work: Q4509488 / rank | |||
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| Property / cites work: Stochastic Volatility Effects on Defaultable Bonds / rank | |||
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| Property / cites work: Asymptotic nonequivalence of GARCH models and diffusions / rank | |||
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| Property / DOI: 10.1007/S10114-011-9468-1 / rank | |||
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Latest revision as of 18:34, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic volatility model and technical analysis of stock price |
scientific article |
Statements
Stochastic volatility model and technical analysis of stock price (English)
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27 November 2014
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stochastic volatility model
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asymptotic stationary process
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law of large numbers
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convergence rate
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technical analysis indicators
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