The role of Japanese candlestick in DVAR model

DOI10.1007/S11424-014-2201-2MaRDI QIDQ905156zbMATH OpenOpenAlexFDO

Authors Haibin Xie, Kuikui Fan, Shouyang 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

Chinese stock marketJapanese candlestickstock market forecasttechnical analysis

Mathematics Subject Classification ID

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

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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

Cited in

(2)

• The influence of investor's behavioral biases on the usefulness of the dual moving average crossovers
• Forecasting US stock market returns: a Japanese candlestick approach

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