Hypothesis test on stock price model

MaRDI QIDQ3170673zbMATH OpenFDO

Authors Wei Liu

Publication date 29 September 2011

zbMATH Keywords

exponential Lévy process modelhypothesis testtechnical analysis indicators

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Non-Markovian processes: hypothesis testing (62M07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

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Cited in

(1)

• Stochastic volatility model and technical analysis of stock price

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