Phase

Don K. Mak
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Don K. Mak: Federal Government Research Laboratories, Canada

Chapter 7 in Mathematical Techniques in Financial Market Trading, 2006, pp 79-96 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Relation between the Real and Imaginary Parts of the Fourier Transform of a Causal SystemCalculation of the Frequency Response Function, H(ω)Example — The Two Point Moving AverageComputer Program for Calculating H(ω) and h(n) of a Causal SystemExample, ϕ(ω) = -ω/3Example, ϕ(ω) = Asin(ω)Derivation of HR(ω) in Terms of HI(ω) for a Causal System

Keywords: Spectrum Analysis; Money Management Techniques; Trading Methodologies; Econophysics; Mathematical Modeling (search for similar items in EconPapers)
Date: 2006
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