Candlestick Forecasting for Investments: Applications, Models and Properties

Cover
Half Title
Series Page
Title Page
Copyright Page
Contents
List of figures
List of tables
About the authors
Acknowledgements
Preface
Part 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
			7.4.1 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 The 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 The 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 The data
			11.3.2 In-sample model estimation
			11.3.3 Out-of-sample performance
		11.4 Summary
Part V Conclusions and future studies
	12 Main conclusions
	13 Future studies
Bibliography
Index