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OverviewFull Product DetailsAuthor: Haibin Xie (University of International Business and Economics, China) , Kuikui Fan (Univ of Economics and Business, China) , Shouyang Wang (Chinese Academy of Sciences, China)Publisher: Taylor & Francis Ltd Imprint: Routledge Weight: 0.140kg ISBN: 9780367703394ISBN 10: 0367703394 Pages: 116 Publication Date: 26 September 2022 Audience: College/higher education , Tertiary & Higher Education Format: Paperback Publisher's Status: Active Availability: In Print ![]() This item will be ordered in for you from one of our suppliers. Upon receipt, we will promptly dispatch it out to you. For in store availability, please contact us. Table of ContentsPART I INTRODUCTION AND OUTLINE 1. Introduction 1.1 Technical analysis before the 1970s 1.2 Technical analysis during 1990s–2000s 1.3 Recent advances in technical analysis 1.4 Summary 2. Outline of this book PART II CANDLESTICK 3. Basic concepts 4. Statistical properties 4.1 Propositions 4.2 Simulations 4.3 Empirical evidence 4.4 Summary PART 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 PART 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 7.5 Summary 8. Technical range forecasting 8.1 Introduction 8.2 Econometric methods 8.3 An empirical study 8.4 Summary 9. Technical range spillover 9.1 Introduction 9.2 Econometric method 9.3 An empirical study: DAX and CAC40 9.4 Summary 10. Stock return forecasting: U.S. S&P500 10.1 Introduction 10.2 Econometric methods 10.3 Statistical evidence 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 11.3 Empirical results 11.4 Summary PART V CONCLUSIONS AND FUTURE STUDIES 12. Main conclusions 13. Future studiesReviewsAuthor InformationHaibin 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. Tab Content 6Author Website:Countries AvailableAll regions |