Paraffin wax, which most candles are made of, and beeswax, both burn pretty cleanly, the produce CO2, water vapour and soot. And soot is just very, very small particles of carbon, as harmful as charcoal.
C25H52 + 38 O2 --> 25 CO2 + 26 H2O
So, a non-scented candle won't produce any harmful chemicals. Most scented ones won't either, but I can't vouch for the chemistry there.
20L hex | 114L Fluval Rimless | 20 L QT+riparium