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	Non disponible
ISBN 13	9780367703394
ISBN 10	0367703394
Titre	Candlestick Forecasting for Investments
Auteur	Haibin Xie
Série	Routledge Advances In Risk Management
État	Non disponible
Type de reliure	Paperback
Éditeur	Taylor & Francis Ltd
Année de publication	2022-09-26
Nombre de pages	116
Note de couverture	La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note	Non disponible