New article at mql5.com - Econometric Approach to Analysis of Charts

 

New article Econometric Approach to Analysis of Charts is published at mql5.com:

This article describes the econometric methods of analysis, the autocorrelation analysis and the analysis of conditional variance in particular. What is the benefit of the approach described here? Use of the non-linear GARCH models allows representing the analyzed series formally from the mathematical point of view and creating a forecast for a specified number of steps.

Author: Dennis Kirichenko

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