moving average

(redirected from Exponentially weighted moving average)
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moving average

see moving average.
References in periodicals archive ?
12] In fact, exponentially weighted moving average approaches are equivalent to the IGARCH(1,1) family of popular conditional volatility models.
Most striking is the superior performance of the exponentially weighted moving average measures.
Once again, the exponentially weighted moving average approaches appear superior (Charts 12a and 12b).
Furthermore you will get an overview of the most common techniques behind estimation of volatility such as simple moving average, exponentially weighted moving average and GARCH.