Correlation detwin characteristics of trading session on stock echange (ti the «japanese candlestic» metod)
On finds correlation betwin open price, clouse prise, maximum and minimum prises on stock exchange during trading session when bargains constitute the Poisson flow of events.
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Authors
| Name | Organization | |
| Valeev R. T. | Tomsk State University | rustam@mail2000.ru |
| Terpugov A.F. | Tomsk State University | terpugov@fpmk.tsu.ru |
References
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Тарасенко Ф.П. Непараметрическая статистика. Томск: Изд-во Том. ун-та, 1976. 292 с.
Гнеденко Б.В. Курс теории вероятностей. М.: Наука, 1988. 447 с.
