Capabilities of Statistical Residual-Based Control Charts in Short- and Long-Term Stock Trading
The aim of this paper is to introduce and develop additional statistical tools to support the decision-making process in stock trading. The prices of CROBEX10 index stocks on the Zagreb Stock Exchange were used in the paper. The conducted trading simulations, based on the residual-based control char...
Main Author: | Žmuk Berislav |
---|---|
Format: | Article |
Language: | English |
Published: |
Sciendo
2016-03-01
|
Series: | Naše Gospodarstvo |
Subjects: | |
Online Access: | https://doi.org/10.1515/ngoe-2016-0002 |
Similar Items
-
Statistical Control Charts: Performances of Short Term Stock Trading in Croatia
by: Dumičić Ksenija, et al.
Published: (2015-03-01) -
Usage of control charts for time series analysis in financial management
by: Martin Kovářík, et al.
Published: (2014-12-01) -
The Usage of Time Series Control Charts for Financial Process Analysis
by: Kovářík Martin, et al.
Published: (2012-09-01) -
Residual Control Chart for Binary Response with Multicollinearity Covariates by Neural Network Model
by: Jong-Min Kim, et al.
Published: (2020-03-01) -
[en] IDENTIFICATION OF BUYING AND SELLING MOMENTS OF STOCKS BASED ON CONTROL CHARTS
by: ROBERTA MONTELLO AMARAL
Published: (2008)