MOVING AVERAGES AND PRICE DYNAMICS

DOI10.1142/S0219024902001560MaRDI QIDQ3022065zbMATH OpenFDO

Authors Roberto Baviera, Michele Pasquini, J. Raboanary, Maurizio Serva

Publication date 22 June 2005

Published in International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S0219024902001560

zbMATH Keywords

foreign exchange marketsmoving averageNasdaq indexprice dynamics

Mathematics Subject Classification ID

Mathematical economics (91Bxx)

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Cites work

• A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices
• An equilibrium characterization of the term structure
• Multiscale behaviour of volatility autocorrelations in a financial market
• Some properties of a simple moving average when applied to forecasting a time series

Cited in

(5)

• An improved moving average technical trading rule
• A modification to the WPC model
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