On Some Probabilistic-Statistical Methods in Technical Analysis

DOI10.1137/S0040585X97981020zbMath1170.91504OpenAlexW2060617423MaRDI QIDQ5700631

S. V. Pastukhov

Publication date: 28 October 2005

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0040585x97981020

zbMATH Keywords

\(H\)-variation\(\Delta\)-variation\(\Delta\)-volatility\(H\)-fluctuationkagi-\(H\)-inversionkagi-\(H\)-strategykagi-\(H\)-volatilityrenko-\(H\)-inversionrenko-\(H\)-strategyrenko-\(H\)-volatility

Mathematics Subject Classification ID

Stochastic processes (60G99) Statistical methods; economic indices and measures (91B82)

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