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- W2353792434 abstract "Some popular technical analysis indicators (e.g.Bollinger Bands,RSI,ROC,…) are widely used by traders in stock market.Traders use the daily (hourly,weekly,…) stock prices as samples of certain statistics and use the observed relative frequencies to show the validity of those well-known indicators.We have made some statistic analysis on these technical indicators based on Black-Scholes model and get some interesting properties.As a more popular model,stochatic volatility model has been widely discussed in financial mathematics which describes an environment of uncertain and changing volatility.In this paper,we do some research on stochastic volatility model.We find if we recognize the validity of stochastic volatility model,we can find a convicing evidence for the rationality of technical indicators,which builds the theoretical basis of technical analysis in a way." @default.
- W2353792434 created "2016-06-24" @default.
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- W2353792434 date "2010-01-01" @default.
- W2353792434 modified "2023-09-23" @default.
- W2353792434 title "Some Properties of Technical Analysis Indicators Based on Stochastic Volatility Model" @default.
- W2353792434 hasPublicationYear "2010" @default.
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