Candlestick Forecasting for Investments
Applications, Models and Properties
Candlestick charts are often used in speculative markets to describe and forecast asset price movements. This book is the first of its kind to investigate candlestick charts and their statistical properties. It provides an empirical evaluation of candlestick forecasting. The book proposes a novel technique to obtain the statistical properties of candlestick chart. The technique which is known as the range decomposition technique shows how security price is approximately logged into two ranges i.e. technical range and Parkinson range. Through Decomposition-based Vector Autoregressive (DVAR) modelling and empirical datasets, the book investigat…
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Produktdetails
Weitere Autoren: Fan, Kuikui / Wang, Shouyang
- ISBN: 978-1-00-036933-5
- EAN: 9781000369335
- Produktnummer: 34946254
- Verlag: Taylor & Francis Ltd.
- Sprache: Englisch
- Erscheinungsjahr: 2021
- Seitenangabe: 132 S.
- Plattform: PDF
- Masse: 2'302 KB
- Auflage: 1. Auflage
- Abbildungen: 26 schwarz-weiße Abbildungen, 8 schwarz-weiße Fotos, 18 schwarz-weiße Zeichnungen, 29 schwarz-weiße Tabellen
Über den Autor
Haibin Xie is Associate Professor at School of Banking and Finance, University of International Business and Economics. Kuikui Fan is affiliated with the School of Statistics, Capital University of Economics and Business. Shouyang Wang is Professor at Academy of Mathematics and Systems Science, Chinese Academy of Sciences.
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