Moving averages demystified

Physica A: Statistical Mechanics and its Applications

Volumn 269, Issue 1, 1999, Pages 170-176

  Vandewalle, N ^a   Ausloos, M ^a   Boveroux, Ph ^b  

^a UNIVERSITY OF LIÈGE   (Belgium)

^b Fac d'Econ Gestion Sci S   (Belgium)

Author keywords

[No Author keywords available]

Indexed keywords

CORRELATION METHODS; COSTS; INDUSTRIAL ECONOMICS; RISK MANAGEMENT;

ECONOPHYSICS; MOVING AVERAGES;

STATISTICAL MECHANICS;

EID: 0032648653     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(99)00090-4     Document Type: Article

References (7)

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2. E. Labie, private communication.
3. A.G. Ellinger, The Art of Investment, Bowers&Bowers, London, 1971.
4. R.F. Voss, in: R.A. Earnshaw (Ed.), Fundamental Algorithms in Computer Graphics, Springer, Berlin, 1985, pp. 805-835.
5. J. Feder, Fractals, Plenum, New York, 1988, p. 170.
6. Vandewalle N., Ausloos M. Phys. Rev. E. 58:1998;6832.
7. Peng C.-K., Buldyrev S.V., Havlin S., Simmons M., Stanley H.E., Goldberger A.L. Phys. Rev. E. 49:1994;1685.