The role of Japanese candlestick in DVAR model

DOI10.1007/s11424-014-2201-2zbMath1329.91154OpenAlexW1987209537MaRDI QIDQ905156

Haibin Xie, Kuikui Fan, Shou-Yang Wang

Publication date: 14 January 2016

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-014-2201-2

zbMATH Keywords

technical analysisChinese stock marketJapanese candlestickstock market forecast

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Related Items (1)

Forecasting US stock market returns: a Japanese candlestick approach

Cites Work

• A new approach to model financial markets
• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Investigating Causal Relations by Econometric Models and Cross-spectral Methods

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