The Relation between Statistical Surveillance and Technical Analysis in Finance

Financial Surveillance

Volumn , Issue , 2008, Pages 69-92

  Bock, David ^a,b   Andersson, Eva ^a,b,c   Frisén, Marianne ^a,b  

^a UNIVERSITY OF GOTHENBURG   (Sweden)

^b UNIVERSITY OF GOTHENBURG   (Sweden)

^c SAHLGRENSKA UNIVERSITY HOSPITAL   (Sweden)

Author keywords

Alarm statistic and alarm limit; Generalized filter rule (GFR); In sample performance and in sample estimation; Market value weighted index; Monotonicity and unimodality restrictions; Multivariate surveillance; Nonparametric and noninformative weights; On line turning point detection; Partial likelihood ratio; Piecewise linear regression

Indexed keywords

ALARM STATISTIC AND ALARM LIMIT; GENERALIZED FILTER RULE (GFR); NON-PARAMETRIC; ON-LINE TURNINGS; PARTIAL LIKELIHOODS; PIECEWISE LINEAR REGRESSION; SAMPLE ESTIMATIONS; UNIMODALITY; WEIGHTED INDEX;

PIECEWISE LINEAR TECHNIQUES;

EID: 84954322739     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1002/9780470987179.ch3     Document Type: Chapter

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