Results 21 to 30 of about 473,325 (286)
A new measure of volatility using induced heavy moving averages
Technological and Economic Development of Economy, 2019 The volatility is a dispersion technique widely used in statistics and economics. This paper presents a new way to calculate volatility by using different extensions of the ordered weighted average (OWA) operator.
Ernesto León-Castro +4 more
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Technical trading rules' profitability and dynamic risk premiums of cryptocurrency exchange rates [PDF]
Journal of Capital Markets Studies, 2022 Purpose – The study considers time-varying risk premium in investigating the capability of technical analysis (TA) to predict and outperform a buy–hold strategy in Bitcoin exchange rate returns. Design/methodology/approach – The study tests the technical
Khumbulani L. Masuku, Thabo J. Gopane
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Optimal Length of Moving Average to Forecast Futures Basis
Journal of Agricultural and Resource Economics, 2010 The question addressed in this study is which length of historical moving average provides the best forecast of futures basis. Differences in observed forecast accuracy among the different moving averages are usually less than a cent per bushel, and most
Robert B. Hatchett +2 more
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Long Range Dependence for Stable Random Processes
, 2020 We investigate long and short memory in $\alpha$-stable moving averages and max-stable processes with $\alpha$-Fr\'echet marginal distributions. As these processes are heavy-tailed, we rely on the notion of long range dependence suggested by Kulik and ...
Makogin, Vitalii +3 more
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International Journal of Technology, 2020 This study combines a fundamental analysis of the rationale for conservative investors’ transactions, as well as long-term, low-risk strategies, and a technical analysis of the search for entry points into short-term, high-risk speculation.
Lyukevich Igor Nickolaevich +2 more
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Evaluation of Moving Averages on Stability Studies of Olive (Olea Europaea L.) [PDF]
Journal of Agricultural Science and Sustainable Production, 2020 Background & Objective: This study was conducted to investigate the effect of moving averages, olive yield, elimination of Biennial bearing effect and data purification to study yield stability of some olive genotypes.
Amir Abbas Taghizadeh +2 more
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A 2-D Extension of the Trend Concept Applicable to Images, Surfaces and Space-Time Signals
Bulletin of the Polytechnic Institute of Jassy: Constructions, Architechture Section, 2022 The analysis of highly irregular processes is often based on the search for a trend, an average curve representing the general pattern of the phenomenon observed.
Padet Jacques
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Dynamical analysis of S&P500 momentum
, 2002 The dynamics of the S&P500 price signal is studied using a moving average technique. Particular attention is paid to intersections of two moving averages with different time horizons.
Alexander +8 more
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, 2020 For a stationary moving average random field, a non-parametric low frequency estimator of the L\'evy density of its infinitely divisible independently scattered integrator measure is given.
Glück, Jochen +2 more
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Unit roots in moving averages beyond first order
, 2012 The asymptotic theory of various estimators based on Gaussian likelihood has been developed for the unit root and near unit root cases of a first-order moving average model.
Davis, Richard A., Song, Li
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