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The moving averages demystified

PHYSICA A, no. 1 (1999): 170-176

Cited: 68|Views5
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A common method in technical analysis is the construction of moving averages along time series of stock prices. We show that they present a practical interest for physicists, and raise new questions on fundamental ground. Indeed, self-affine signals characterized by a defined roughness exponent H can be investigated through moving average...More

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