| Series |
Routledge advances in risk management |
|
Routledge advances in risk management.
|
| Note |
Includes bibliographical references and index. |
|
Description based on online resource; title from digital title page (viewed on April 08, 2021). |
| Summary |
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. |
| Note |
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. |
| Subject |
Stocks -- Charts, diagrams, etc.
|
|
Investment analysis.
|
|
Electronic books. |
|
Electronic books. |
|
Charts, diagrams, etc. |
| Local Subj. |
Taylor and Francis ebook collection.
|
| Alt Author |
Fan, Kuikui, author.
|
|
Wang, Shouyang, author.
|
| Standard # |
9781000369335 electronic book |
|
1000369331 electronic book |
|
9781000369403 electronic publication |
|
1000369404 electronic publication |
|
9781003145769 electronic book |
|
1003145760 electronic book |
|
0367703378 |
|
9780367703370 |
|
