Bollinger bands garch

An adjusted Bollinger band generated by rolling GARCH regression method is proposed in this study. The performance of the adjusted Bollinger band strategy on EUR, GBP, JPY, and AUD vs. USD foreign exchange trading is evaluated. Results show that in garch, the adjusted Bollinger band performs better than the traditional one in terms of success ratios, net successes, and profit.

In addition, no matter there is transaction bands or not, only adjusted Bollinger strategies are recommended for investors. Adjusted Bollinger band strategies with MA 5 or 10 are recommended for EUR, GBP, and JPY. Bands Bollinger strategy with MA 20 is the recommended strategies bollinger AUD.

Bands Purchase 30 days access for USD garch Article Purchase 24 hours access for USD On Wednesday July 5 between Journal Journal of Applied Statistics Volume 41, - Issue 4. Submit an bollinger Journal homepage. Show-Lin Chen Department of Economics, Fu-Jen Catholic University,Chung-Cheng Road, New Taipei CityTaiwanNen-Jing Chen Department of Economics, Fu-Jen Catholic University, garch, Chung-Cheng Road, New Taipei CityTaiwan Correspondence ecos mail.

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