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The smoothing of financial markets indices time series with polygonal numbers method

Author

Listed:
  • Agranovich, Yury

    (Voronezh State Technical University, Russia)

  • Kontsevaya, Natalya

    (All-Russian State Distance Learning Institute of Finance and Economics, Voronezh branch, Russia)

  • Khatskevich, Vladimir

    (All-Russian State Distance Learning Institute of Finance and Economics, Russia)

Abstract

An 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

Suggested Citation

  • Agranovich, Yury & Kontsevaya, Natalya & Khatskevich, Vladimir, 2010. "The smoothing of financial markets indices time series with polygonal numbers method," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 19(3), pages 3-8.
    • Handle: RePEc:ris:apltrx:0051
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    More about this item

    Keywords

    Smoothing; polygonal numbers; weight factors; the moving averaging;
    All these keywords.

    JEL classification:

    • C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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