GARCH processes and the phenomenon of misleading and unambiguous signals (Q4620249)
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scientific article; zbMATH DE number 7015549
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| English | GARCH processes and the phenomenon of misleading and unambiguous signals |
scientific article; zbMATH DE number 7015549 |
Statements
GARCH processes and the phenomenon of misleading and unambiguous signals (English)
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8 February 2019
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financial time series
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joint EWMA schemes
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statistical process control
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valid signals
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0.8787593
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0.8565862
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0.8523575
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0.85145235
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