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

Yury Agranovich, Natalya Kontsevaya and Vladimir Khatskevich ()
Additional contact information
Vladimir Khatskevich: All-Russian State Distance Learning Institute of Finance and Economics, Russia

Applied Econometrics, 2010, vol. 19, issue 3, 3-8

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

Keywords: Smoothing; polygonal numbers; weight factors; the moving averaging (search for similar items in EconPapers)
JEL-codes: C32 (search for similar items in EconPapers)
Date: 2010
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://pe.cemi.rssi.ru/pe_2010_3_03-08.pdf Full text (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ris:apltrx:0051

Access Statistics for this article

Applied Econometrics is currently edited by Anatoly Peresetsky

More articles in Applied Econometrics from Russian Presidential Academy of National Economy and Public Administration (RANEPA)
Bibliographic data for series maintained by Anatoly Peresetsky ().