Stochastic volatility model and technical analysis of stock price

DOI10.1007/s10114-011-9468-1zbMath1303.91195OpenAlexW2080986910MaRDI QIDQ475736

Wei An Zheng, Wei Liu

Publication date: 27 November 2014

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-011-9468-1

zbMATH Keywords

law of large numbersconvergence ratestochastic volatility modelasymptotic stationary processtechnical analysis indicators

Mathematics Subject Classification ID

Cites Work

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• Asymptotic nonequivalence of GARCH models and diffusions
• Stochastic Volatility Effects on Defaultable Bonds
• Stochastic volatility models as hidden Markov models and statistical applications

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