Home  Journals  Finance and Credit  44(572) - 2013 November

Development and application of Holt indicator to identify linear changes in character of price series in stock market

Available online: 4 December 2013

Subject Heading: Stock market

JEL Classification: 

In the article it is noted that one of the most powerful problems arising in the course of the analysis of assets with use of mathematical tools, moment definition when character of a temporary row changed is, and settings of operating model demand immediate updating. As criterion of relevance of analytical researches the indicator Holta is developed. Ability of model to keep stability irrespective of frequency of a temporary row that allows applying the indicator in compliance with demanded level of sensitivity is estimated.

Keywords: stock market, analysis of assets, modeling

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ISSN 2311-8709 (Online)
ISSN 2071-4688 (Print)

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