MOVING AVERAGES AND PRICE DYNAMICS

DOI10.1142/S0219024902001560zbMath1107.91303MaRDI QIDQ3022065

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

Publication date: 22 June 2005

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

zbMATH Keywords

price dynamicsmoving averageforeign exchange marketsNasdaq index

Mathematics Subject Classification ID

Mathematical economics (91Bxx)

Cites Work

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

This page was built for publication: MOVING AVERAGES AND PRICE DYNAMICS