On some probabilistic-statistical methods in technical analysis

Theory of Probability and its Applications

Volumn 49, Issue 2, 2005, Pages 245-260

  Pastukhov, S V ^a  

^a MOSCOW STATE UNIVERSITY   (Russian Federation)

Author keywords

variation; volatility; H fluctuation; H variation; Kagi H inversion; Kagi H strategy; Kagi H volatility; Renko H inversion; Renko H strategy; Renko H volatility

Indexed keywords

EID: 22944457869     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0040585X97981020     Document Type: Review

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