Impact of range bar and ergodic process on early price trend detection using evidences from USD/CNY currency

This research uses ergodic theory to study early price trends for USD/CNY currency in China. The motivation of this study is to detect early price trends within two standard deviations away from average prices. Researchers can find the current method in forecasting the price trend after two stand...

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Bibliographic Details
Main Author: Pang, Tor Nee
Format: Thesis
Language:English
Published: 2021
Subjects:
Online Access:http://psasir.upm.edu.my/id/eprint/99753/1/SPE%202022%2035%20UPM%20IR.pdf
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