Candlestick Forecasting for Investments : Applications, Models and Properties /: Applications, Models and Properties. (2021)
- Record Type:
- Book
- Title:
- Candlestick Forecasting for Investments : Applications, Models and Properties /: Applications, Models and Properties. (2021)
- Main Title:
- Candlestick Forecasting for Investments : Applications, Models and Properties
- Further Information:
- Note: Haibin Xie, Kuikui Fan, Shouyang Wang.
- Authors:
- Xie, Haibin
Fan, Kuikui
Wang, Shouyang - Contents:
- I INTRODUCTION AND OUTLINE. 1 INTRODUCTION. 1.1 Technical Analysis Before 1970s. 1.2 Technical Analysis Over 1990s-2000s. 1.3 Recent Advances in Technical Analysis. 1.4 Summary. 2 OUTLINE OF THIS BOOK II CANDLESTICK . 3 BASIC CONCEPTS. 4 STATISTICAL PROPERTIES . 4.1 Propositions. 4.2 Simulations. 4.3 Empirical Evidence. 4.4 Summary. III STATISTICAL MODELS. 5 DVAR MODEL. 5.1 The Model. 5.2 Statistical Foundation. 5.3 Simulations. 5.4 Empirical Results. 5.5 Summary. 6 SHADOWS IN DVAR. 6.1 Simulations. 6.2 Theoretical Explanation. 6.3 Empirical Evidence. 6.4 Summary. IV APPLICATIONS. 7 MARKET VOLATILITY TIMING. 7.1 Introduction. 7.2 GARCH@CARR Model.7.3 Economic Value of Volatility Timing. 7.4 Empirical Results. 7.4.1 The Data. 7.4.2 In-Sample Volatility Timing. 7.4.3 Out-of-sample Volatility Timing. 7.5 Summary. 8 TECHNICAL RANGE FORECASTING. 8.1 Introduction. 8.2 Econometric Methods. 8.2.1 The Model. 8.2.2 Out-of-Sample Forecast Evaluation. 8.3 An Empirical Study .8.3.1 Data. 8.3.2 In-Sample Estimation. 8.3.3 Out-of-Sample Forecast. 8.4 Summary. 9 TECHNICAL RANGE SPILLOVER 9.1 Introduction. 9.2 Econometric Method. 9.3 An Empirical Study: DAX and CAC40. 9.3.1 Data. 9.3.2 Estimation. 9.4 Summary. 10 STOCK RETURN FORECASTING: U.S. S&P500. 10.1 Introduction. 10.2 Econometric Methods. 10.2.1 The Model. 10.2.2 Out-of-sample Evaluation. 10.3 Statistical Evidence 10.3.1 The Data. 10.3.2 In-Sample Estimation. 10.3.3 Out-of-Sample Forecast. 10.4 Economic Evidence 10.5 More Details.I INTRODUCTION AND OUTLINE. 1 INTRODUCTION. 1.1 Technical Analysis Before 1970s. 1.2 Technical Analysis Over 1990s-2000s. 1.3 Recent Advances in Technical Analysis. 1.4 Summary. 2 OUTLINE OF THIS BOOK II CANDLESTICK . 3 BASIC CONCEPTS. 4 STATISTICAL PROPERTIES . 4.1 Propositions. 4.2 Simulations. 4.3 Empirical Evidence. 4.4 Summary. III STATISTICAL MODELS. 5 DVAR MODEL. 5.1 The Model. 5.2 Statistical Foundation. 5.3 Simulations. 5.4 Empirical Results. 5.5 Summary. 6 SHADOWS IN DVAR. 6.1 Simulations. 6.2 Theoretical Explanation. 6.3 Empirical Evidence. 6.4 Summary. IV APPLICATIONS. 7 MARKET VOLATILITY TIMING. 7.1 Introduction. 7.2 GARCH@CARR Model.7.3 Economic Value of Volatility Timing. 7.4 Empirical Results. 7.4.1 The Data. 7.4.2 In-Sample Volatility Timing. 7.4.3 Out-of-sample Volatility Timing. 7.5 Summary. 8 TECHNICAL RANGE FORECASTING. 8.1 Introduction. 8.2 Econometric Methods. 8.2.1 The Model. 8.2.2 Out-of-Sample Forecast Evaluation. 8.3 An Empirical Study .8.3.1 Data. 8.3.2 In-Sample Estimation. 8.3.3 Out-of-Sample Forecast. 8.4 Summary. 9 TECHNICAL RANGE SPILLOVER 9.1 Introduction. 9.2 Econometric Method. 9.3 An Empirical Study: DAX and CAC40. 9.3.1 Data. 9.3.2 Estimation. 9.4 Summary. 10 STOCK RETURN FORECASTING: U.S. S&P500. 10.1 Introduction. 10.2 Econometric Methods. 10.2.1 The Model. 10.2.2 Out-of-sample Evaluation. 10.3 Statistical Evidence 10.3.1 The Data. 10.3.2 In-Sample Estimation. 10.3.3 Out-of-Sample Forecast. 10.4 Economic Evidence 10.5 More Details. 10.6 Summary. 11 OIL PRICE FORECASTING: WTI CRUDE OIL. 11.1 Introduction. 11.2 Econometric Method. 11.2.1 DVAR model. 11.2.2 Forecast Evaluation. 11.3 Empirical Results. 11.3.1 Data 11.3.2 In-Sample Model Estimation. 11.3.3 Out-of-Sample Performance. 11.4 Summary. V CONCLUSIONS AND FUTURE STUDIES. 12 MAIN CONCLUSIONS. 13 FUTURE STUDIES. … (more)
- Edition:
- 1st
- Publisher Details:
- Routledge
- Publication Date:
- 2021
- Extent:
- 1 online resource (116 pages), (29 illustrations)
- Languages:
- English
- ISBNs:
- 9781000369403
1000369404 - Access Rights:
- Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
- Access Usage:
- Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.
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- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library HMNTS - ELD.DS.586553
- Ingest File:
- 04_046.xml