Candlestick Forecasting for Investments by Haibin Xie

Candlestick Forecasting for Investments by Haibin Xie

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.

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.

SKU	Nicht verfügbar
ISBN 13	9780367703394
ISBN 10	0367703394
Titel	Candlestick Forecasting for Investments
Autor	Haibin Xie
Serie	Routledge Advances In Risk Management
Buchzustand	Nicht verfügbar
Bindungsart	Paperback
Verlag	Taylor & Francis Ltd
Erscheinungsjahr	2022-09-26
Seitenanzahl	116
Hinweis auf dem Einband	Die Abbildung des Buches dient nur Illustrationszwecken, die tatsächliche Bindung, das Cover und die Auflage können sich davon unterscheiden.
Hinweis	Nicht verfügbar