Hypothesis test on stock price model

MaRDI QIDQ3170673zbMATH OpenFDO

Authors Wei Liu

Publication date 29 September 2011

zbMATH Keywords

hypothesis testtechnical analysis indicatorsexponential Lévy process model

Mathematics Subject Classification ID

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

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Cited in

(1)

• Stochastic volatility model and technical analysis of stock price

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