When g p 0, GARCH becomes ARCH g q , ε t is white noise GARCH model is one of the most popular methods used in modelling financial time series.
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1 IntroductionStock market prediction is regarded as a challenging task of financial time series prediction There have been many studies using artificial neural.
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Using a Gann angle to forecast support and resistance is probably the most popular way they are used Once the analyst determines the time period he or she is going. This indicator package is one of the best ever developed for trading or investing and provides the trader a systematic way of trading Works very well for day trading.
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