Weekly high/low moving average, Stock & Commodities, V, vol.7, issue.12, pp.431-432 ,
A theoretical analysis of trading rules: an application to the moving average case with Markovian returns, Applied Mathematical Finance, vol.15, issue.3, pp.4165-180, 1997. ,
DOI : 10.1002/fut.3990140207
Technical analysis from A to Z, 2000. ,
Non-parametric pricing of the interest rate derivative securities, pp.527-560, 1996. ,
Transition densities for interest rate and other non-linear diffusions, The Journal of Finance, vol.LIV, p.4, 1999. ,
Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach, Econometrica, vol.70, issue.1, pp.1223-262, 2002. ,
DOI : 10.1111/1468-0262.00274
Price movements in speculative markets: Trends or random walks, Industrial Management Review, pp.7-26, 1961. ,
Price movements in speculative markets: Trends or random walks, Industrial Management Review, issue.2, pp.25-46, 1964. ,
Trade with moving averages, Stock & Commodities, V, vol.11, issue.6, pp.257-260 ,
Using genetic algorithms to find technical trading rules, Journal of Financial Economics, pp.51-245, 1999. ,
Volume-adjusted moving averages, Stock & Commodities, V, vol.8, issue.3, pp.109-111 ,
Basic linear geostatistics, 2004. ,
DOI : 10.1007/978-3-642-58727-6
Towards a more robust variogram: A case study on coal, 1980. ,
Variogram models must be positive-definite, Journal of the International Association for Mathematical Geology, vol.13, issue.5, pp.455-459, 1981. ,
DOI : 10.1007/BF01079648
The basics of moving averages, Stock & Commodities, V, vol.10, issue.6, pp.275-278 ,
Building a variable length moving average, Stock & Commodities, V, vol.9, issue.6, pp.219-223 ,
Statistical physics in foreign exchange currency and stock markets, Physica A: Statistical Mechanics and its Applications, vol.285, issue.1-2, pp.48-65, 2000. ,
DOI : 10.1016/S0378-4371(00)00271-5
Unsystematic futures profits with technical trading rules: A case for flexibility, Journal of Financial and Strategic Decision, vol.9, pp.157-66, 1996. ,
Using a moving average to determine cotton futures market entry dates, The Journal of Cotton Science, pp.5218-223, 2001. ,
The Pricing of Options and Corporate Liabilities, Journal of Political Economy, vol.81, issue.3, pp.81637-654, 1973. ,
DOI : 10.1086/260062
Time series analysis: forecasting and control, Wiley Series in Probability and Statistics, 2008. ,
DOI : 10.1002/9781118619193
Technical analysis compared to mathematical models based under misspecification, National Centre of Competence in Research Financial Valuation and Risk Management, 2005. ,
URL : https://hal.archives-ouvertes.fr/hal-00594295
Market Statistics and Technical Analysis: The Role of Volume, The Journal of Finance, vol.47, issue.1, pp.1153-181, 1994. ,
DOI : 10.1111/j.1540-6261.1994.tb04424.x
Bollinger on Bollinger bands, 2002. ,
Simple Technical Trading Rules and the Stochastic Properties of Stock Returns, The Journal of Finance, vol.23, issue.2, pp.51731-1764, 1992. ,
DOI : 10.1111/j.1540-6261.1992.tb04681.x
On Technical Analysis, Review of Financial Studies, vol.2, issue.4, pp.527-551, 1989. ,
DOI : 10.1093/rfs/2.4.527
Transformation and weighting in regression, 1988. ,
DOI : 10.1007/978-1-4899-2873-3
Adapting moving averages to market volatility, Stock & Commodities, V, vol.10, issue.3, pp.428-433 ,
Beyond technical analysis: How to develop and implement a winning trading system, 2001. ,
Géostatistique des phénomènes non stationnaires, 1977. ,
La dérive à la dérive, 1979. ,
Le variogramme généralisé, 1979. ,
Geostatistics. Modelling spatial uncertainty, 1999. ,
Analysis of Survival Data, 1984. ,
Spatial distribution and risk assessment of radionuclides in soils around a coal-fired power plant: A case study from the city of Baoji, China, Environmental Research, vol.104, issue.2, pp.201-208, 2007. ,
DOI : 10.1016/j.envres.2006.11.005
Statistical evidence on a new method of trading the financial markets, p.24, 1996. ,
Signal analysis concepts ,
A disjunctive kriging program for assessing point-support conditional distributions, Computers & Geosciences, vol.32, issue.7, pp.965-983, 2006. ,
DOI : 10.1016/j.cageo.2005.10.011
Filter Rules and Stock-Market Trading, The Journal of Business, vol.39, issue.S1, pp.226-241, 1966. ,
DOI : 10.1086/294849
The predictability of asset returns: an approach combining technical analysis and time series forecasts, International Journal of Forecasting, vol.19, issue.3, 2002. ,
DOI : 10.1016/S0169-2070(02)00013-4
Technical Analysis in the Madrid Stock Exchange, SSRN Electronic Journal, pp.99-104, 1999. ,
DOI : 10.2139/ssrn.275250
Technical Analysis in Foreign Exchange Markets: Linear Versus Nonlinear Trading Rules, Documentos de Economia y Finanzas Internationalez, 2000. ,
DOI : 10.2139/ssrn.275161
The mathematics of financial modelling and investment management, 2004. ,
An introduction to wavelets and other filtering Methods in Finance and Economics, 2002. ,
Design of moving average trend filters using fidelity, smoothness and minimum revisions criteria, Bureau of the Census Statistical Research Division, pp.96-97, 1997. ,
Econometric analysis, 2007. ,
Back to the future: Generating moment implications for continous time Marokv processes, pp.767-804, 1995. ,
Sidebar: Variable length moving average, pp.418-423 ,
Forecasting, structural time series models and the Kalman filter, 1991. ,
State space and unobserved component models: Theory and applications, 2004. ,
DOI : 10.1017/CBO9780511617010
Maximum Likelihood Estimation of Non-Linear Continuous-Time Term-Structure Models, SSRN Electronic Journal, 1997. ,
DOI : 10.2139/ssrn.7669
Recherche d'une fonction d'anamorphose pour la mise en oeuve du krigeage disjonctif isofactoriel Gamma, Etude Géostatistiques V ? Séminaire C.F.S.G, pp.28-145, 1987. ,
A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices ?, Journal of Banking and Finanace, pp.201121-1132, 1935. ,
Weighted moving averages, pp.500-505 ,
Monthly moving avearages ? an effective investment tool?, Journal of Financial and Quantitative Analysis, pp.315-326, 1968. ,
DOI : 10.2307/2329816
Random walks and technical theories: Some additional evidence The Journal of Finance, Papers and Proceedings of the Twenty-Eight Annual Meeting of the American Finance Association, pp.2-469, 1969. ,
The encyclopedia of trading strategies, 2000. ,
Technical Analysis and Liquidity Provision, Review of Financial Studies, vol.17, issue.4, pp.1043-1071, 2004. ,
DOI : 10.1093/rfs/hhg057
URL : http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.197.4097
A guide to econometrics, 1998. ,
Kriging interpolation ,
The significance of technical trading-rule profits in the foreign exchange market: a bootstrap approach, Journal of International Money and Finance, vol.12, issue.5, pp.12451-474, 1993. ,
DOI : 10.1016/0261-5606(93)90034-9
Box-Cox transformations: An overview, 2005. ,
Day trading the currency market: Technical and fundamental strategies to profit from market swings, 2006. ,
Maximum likelihood estimation of generalized Ito processes with discretely sampled data, pp.231-247, 1988. ,
Efficient market hypothesis " in " The New Palgrave: A Dictionary of Economics, 2007. ,
Foundations of technical analysis: Computational algorithms, statistical inference, and empirical implementation, The Journal of Finance, vol.LV, pp.41705-1765, 2000. ,
Trading volume: Definitions, data analysis and implications of portfolio theory, The Review of Financial Studies, vol.13, pp.2257-300, 2000. ,
Osnovy prikladnoi geostatistiki (Treatise of Geostatistics), 1968. ,
Le krigeage universel, 1969. ,
La théorie des variables régionalisées, et ses applications, 1970. ,
Le krigeage disjonctive, 1973. ,
A simple substitute for conditional expectation: the disjunctive kriging Advanced Geostatistics in Mining Industry, 1976. ,
Peut-on imposer des conditions d'universalite au krigeage disjonctif, 1977. ,
Sur la positivité des poids de krigeage, 1986. ,
Technical analysis of the financial markets, 1999. ,
Technical analysis in the foreign exchange market: A Layman's guide, Review, pp.23-38, 1997. ,
Is technical analysis in the foreign exchange market profitable? A genetic Programming Approach The Federal Reserve Bank of St, Louis Working Paper Series, pp.96-102, 1997. ,
Naive Trading Rules in Financial Markets and Wiener-Kolmogorov Prediction Theory: A Study of "Technical Analysis", The Journal of Business, vol.64, issue.4, pp.549-571, 1991. ,
DOI : 10.1086/296551
Trends and moving averages, Stock & Commodities, V, vol.16, pp.12583-587 ,
Une approche statistique du probleme de l'alerte en pollution atmospherique, 1977. ,
Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis, The Journal of Finance, vol.90, issue.5, pp.5-1791, 2003. ,
DOI : 10.1111/1540-6261.00588
Head and Shoulders: Not Just a Flaky Pattern, SSRN Electronic Journal, pp.1-65, 1995. ,
DOI : 10.2139/ssrn.993938
The Evaluation and Optimization of Trading Strategies, 2008. ,
DOI : 10.1002/9781119196969
Tests of technical trading strategies in the emerging equity markets of Latin America and Asia, Journal of Banking & Finance, vol.23, issue.12, pp.231887-1905, 1999. ,
DOI : 10.1016/S0378-4266(99)00042-4
An evolutionary approach to technical trading and capital market efficiency, 1995. ,
Disjuncive kriging and non-linear geostatistics, 1994. ,
Technical analysis and the effectiveness of central bank intervention, Journal of International Money and Finance, vol.21, issue.4, pp.21459-479, 2002. ,
DOI : 10.1016/S0261-5606(02)00009-8
Simulated likelihood estimation of diffusions with an application to the short term interest rate, Working paper, 1995. ,
Multivariate Density Estimation: Theory, Practice, and Visualization, 1992. ,
DOI : 10.1002/9781118575574
Probability, 1985. ,
DOI : 10.1007/978-1-4899-0018-0
Data-Snooping, Technical Trading Rule Performance, and the Bootstrap, The Journal of Finance, vol.64, issue.1997, pp.5-1647, 1999. ,
DOI : 10.1111/0022-1082.00163
Les Bandes de Bollinger comme technique de réduction de la variance des prix d'options sur obligations obtenus par la simulation de Monte Carlo, Les cahiers de la recherche, pp.50-2003, 2004. ,
Moving averages with resistance and support, Stock & Commodities, pp.108-114 ,
In defence of technical analysis, Papers and Proceedings of the Forty-Third Annual Meeting American Finance Association, pp.3757-773, 1984. ,
Mapping of salinity risk in the lower Namoi valley using non-linear kriging methods, Agricultural Water Management, vol.69, issue.3, pp.203-231, 2004. ,
DOI : 10.1016/j.agwat.2004.02.010
The Random-Walk Theory: An Empirical Test, Financial Analysts Journal, vol.23, issue.6, pp.2387-92, 1967. ,
DOI : 10.2469/faj.v23.n6.87
An equilibrium characterization of the term structure, Journal of Financial Economics, vol.5, issue.2, pp.177-188, 1977. ,
DOI : 10.1016/0304-405X(77)90016-2
Mapping heavy metals in polluted soil by disjunctive kriging, Environmental Pollution, vol.94, issue.2, pp.205-215, 1995. ,
DOI : 10.1016/S0269-7491(96)00060-7
Empirical Optimization of Bollinger Bands for Profitability, SSRN Electronic Journal, 2006. ,
DOI : 10.2139/ssrn.2321140