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Candlestick Forecasting for Investments

Haibin Xie | Kuikui Fan | Shouyang Wang
€192.20
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A01=Haibin Xie
A01=Kuikui Fan
A01=Shouyang Wang
ARMA Model
asset price prediction
Author_Haibin Xie
Author_Kuikui Fan
Author_Shouyang Wang
Bi-directional Granger Causality
Bidirectional Granger Causality
Candlestick Chart
Candlestick charts
candlestick forecasting
Category=KFFM
Category=PBT
Classic ARMA Model
Closing Price
Cm Test
Co-integrating Vector
Dry Trading
econometric techniques
empirical candlestick chart analysis
eq_bestseller
eq_business-finance-law
eq_isMigrated=1
eq_isMigrated=2
eq_nobargain
eq_non-fiction
financial time series
Forecast Error Variance
Forecasting Power
Forex
GARCH Equation
GJR GARCH Model
Granger Causality
Information Spillover Effect
investment practitioners
Model Stock Return
Moving Average Trading
Options
Out-of Sample Forecasting
Out-of Sample Forecasting Results
Out-of Sample Period
Out-of Sample Predictability
range decomposition
range decomposition technique
Sic Criterion
statistical properties
Stock Market
technical analysis methods
Technical Range
Technical Trading Rules
Unit Root Process
VECM Model
volatility modelling

Product details

  • ISBN 9780367703370
  • Weight: 340g
  • Dimensions: 156 x 234mm
  • Publication Date: 12 Mar 2021
  • Publisher: Taylor & Francis Ltd
  • Publication City/Country: GB
  • Product Form: Hardback
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Description

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 charts. 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 modeling techniques and empirical datasets, the book investigates the power of, and establishes the statistical foundation of, candlestick forecasting.
About Haibin Xie | Kuikui Fan | Shouyang Wang

Haibin Xie is Associate Professor at the 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 the Academy of Mathematics and Systems Science, Chinese Academy of Sciences.

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