Stochastic volatility model and technical analysis of stock price
type: Item
instance of: scholarly article
title: Stochastic volatility model and technical analysis of stock price
zbMATH Open document ID: 1303.91195
author: Wei Liu
author: Weian Zheng
publication date: 2014-11-27T00:00:00Z
Mathematics Subject Classification ID: 91G70
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 65C50
zbMATH DE Number: 6374542
zbMATH Keywords: stochastic volatility model
zbMATH Keywords: asymptotic stationary process
zbMATH Keywords: law of large numbers
zbMATH Keywords: convergence rate
zbMATH Keywords: technical analysis indicators
MaRDI profile type: Publication
full work available at URL: s10114-011-9468-1
OpenAlex ID: W2080986910
cites work: Stochastic volatility models as hidden Markov models and statistical applications
cites work: Q4450670
cites work: Q4509488
cites work: Stochastic Volatility Effects on Defaultable Bonds
cites work: Asymptotic nonequivalence of GARCH models and diffusions
DOI: 10.1007/S10114-011-9468-1
published in: Acta Mathematica Sinica, English Series
description: scientific article; zbMATH DE number 6374542