| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 4641523 | Journal of Computational and Applied Mathematics | 2009 | 9 Pages |
Abstract
In this paper, we investigate some popular technical analysis indexes for AR-ARCH model as real stock market. Under the given conditions, we show that the corresponding statistics are asymptotically stationary and the law of large numbers hold for frequencies of the stock prices falling out normal scope of these technical analysis indexes under AR-ARCH, and give the rate of convergence in the case of nonstationary initial values, which give a mathematical rationale for these methods of technical analysis in supervising the security trends.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Applied Mathematics
Authors
Xudong Huang, Wei Liu,