An empirical study on technical analysis: GARCH (1, 1) model

DOI10.1080/02664763.2013.856383OpenAlexW2016433231MaRDI QIDQ5128625

Nen-Jing Chen, Show-Lin Chen, Rwei-Ju Chuang

Publication date: 28 October 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2013.856383

zbMATH Keywords

exchange rateGARCH(1, 1)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Generalized autoregressive conditional heteroscedasticity
• Realized Volatility

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