Analysis of GARCH modeling in financial markets: an approach based on technical analysis strategies
In this paper we performed an analysis in order the make an evidence of GARCH modeling on the performances of trading rules applied for a stock market index. Our study relays on the overlap between econometrical modeling, technical analysis and a simulation computing technique. The non-linear struct...
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| Format: | Article |
| Language: | English |
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Danubius University
2011-08-01
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| Series: | Acta Universitatis Danubius: Oeconomica |
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| Online Access: | http://journals.univ-danubius.ro/index.php/oeconomica/article/view/957/916 |