The smoothing of financial markets indices time series with polygonal numbers method
AbstractAn original method of calculating the weight factors for moving averaging is suggested The advantage of the proposed method in comparison with the standard smoothing is discussed
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Bibliographic InfoArticle provided by Publishing House "SINERGIA PRESS" in its journal Applied Econometrics.
Volume (Year): 19 (2010)
Issue (Month): 3 ()
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Web page: http://appliedeconometrics.cemi.rssi.ru/
Smoothing; polygonal numbers; weight factors; the moving averaging;
Find related papers by JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models
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