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


  • 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)


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, Publishing House "SINERGIA PRESS", vol. 19(3), pages 3-8.
  • Handle: RePEc:ris:apltrx:0051

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    More about this item


    Smoothing; polygonal numbers; weight factors; the moving averaging;

    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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