Download This PaperMATLAB Applications of Trading Rules and GARCH with Wavelets Analysis
11 Pages Posted: 15 Dec 2009
Date Written: December 14, 2009
Abstract
In this paper we provide MATLAB routines for two major used trading rules, the moving average indicator and MACD oscillator as also the GARCH univariate regression with Monte Carlo simulations and wavelets decomposition, which is an update of an older algorithm
Keywords: MATLAB, moving average, MACD, trading rules, technical analysis, GARCH, wavelets, Monte-Carlo
JEL Classification: C15, C32, C53, C63, G15
Suggested Citation: Suggested Citation
Giovanis, Eleftherios, MATLAB Applications of Trading Rules and GARCH with Wavelets Analysis (December 14, 2009). Available at SSRN: https://ssrn.com/abstract=1523365 or http://dx.doi.org/10.2139/ssrn.1523365
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