Fourier analysis for stock price forecasting : assumption and evidence
Bohumil Stádník, Jurgita Raudeliūnienė, Vida Davidavičienė
| Year of publication: |
June 2016
|
|---|---|
| Authors: | Stádník, Bohumil ; Raudeliūnienė, Jurgita ; Davidavičienė, Vida |
| Published in: |
Journal of business economics and management. - Vilnius : VTGU Press Technika, ISSN 1611-1699, ZDB-ID 2208925-1. - Vol. 17.2016, 3, p. 365-380
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| Subject: | algorithmic trading | Fourier's transformation | FFT | momentum | level trading | US stocks backtesting | market price series spectrogram | Börsenkurs | Share price | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | USA | United States | Elektronisches Handelssystem | Electronic trading | Prognose | Forecast | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3846/16111699.2016.1184180. [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011517950