A kind of asymptotic properties of moving averages for Markov chains in Markovian environments
Sign Up to like & getrecommendations! Published in 2017 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2016.1252404
Abstract: ABSTRACT Consider a Markov chain with finite alphabets. In this paper, we study the asymptotic properties of moving average, harmonic mean, and strong deviation theorems (limit theorems expressed by inequalities) of moving geometric average of… read more here.
Keywords: moving averages; markovian environments; markov chains; kind asymptotic ... See more keywords
The Predictability and Profitability of Simple Moving Averages and Trading Range Breakout Rules in the Pakistan Stock Market
Sign Up to like & getrecommendations! Published in 2020 at "Review of Pacific Basin Financial Markets and Policies"
DOI: 10.1142/s0219091520500010
Abstract: This paper inspects whether variable- and fixed-length moving averages (VMA and FMA), and trading range breakout (TRB) rules have prognostic capability and can earn profits superior to buy-and-hold... read more here.
Keywords: moving averages; trading range; profitability simple; predictability profitability ... See more keywords