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Calculation of the characteristics of Japanese candlesticks for the samuelson model of price change

  • Mathematical Processing of Physics Experimental Data
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Russian Physics Journal Aims and scope

Abstract

Exact probability distributions are found for statistics which describe the so-called Japanese candlesticks used to analyze stock and financial markets.

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References

  1. S. Nison, Japanese Candlestick Charting Technique, New York Institute of Finance, New York (1991).

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  3. A. N. Shiryaev, Principles of Stochastic Financial Mathematics. Vol. 1. Evidence and Models [in Russian], Fazis, Moscow (1998).

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  4. G. Bateman and A. Erdane, Tables of Integral Transforms. Vol. 1 [Russian translation], Nauka, Moscow (1969).

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Authors
  1. R. T. Valeev
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  2. A. F. Terpugov
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Additional information

Tomsk State University. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 4, pp. 16–23, April, 2000.

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Valeev, R.T., Terpugov, A.F. Calculation of the characteristics of Japanese candlesticks for the samuelson model of price change. Russ Phys J 43, 264–272 (2000). https://doi.org/10.1007/BF02508357

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  • DOI: https://doi.org/10.1007/BF02508357

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