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Discussion of article "Econometric Approach to Analysis of Charts"

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MetaQuotes Software Corp.
MetaQuotes Software Corp. 2011.03.14 06:57 

New article Econometric Approach to Analysis of Charts is published:

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

kpei 2014.10.03 03:56  
Isn't the GARCH Model suppose to describe volatility clusters in the time-series?  If so, there's not much of an approach here to model time-series returns in USDJPY but rather volatility.  If best, you can include how to base a strategy off of these econometric modelling.
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