Open AccessAlgorithmic trading strategy, based on GARCH (1, 1) volatility and volume weighted average price of asset
Author(s) -
Simranjit Singh Kohli
Publication year - 2012
Publication title -
iosr journal of business and management
Language(s) - English
Resource type - Journals
eISSN - 2319-7668
pISSN - 2278-487X
DOI - 10.9790/487x-0443035
Subject(s) - volatility (finance) , autoregressive conditional heteroskedasticity , volume (thermodynamics) , financial economics , asset (computer security) , economics , econometrics , computer science , computer security , physics , quantum mechanics
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