Recurrence Interval Analysis of Financial Time Series (Elements in Econophysics) - Tapa dura

Zhou, Wei-Xing; Xie, Wen-Jie; Jiang, Zhi-Qiang

 
9781009486613: Recurrence Interval Analysis of Financial Time Series (Elements in Econophysics)
Tapa dura
ISBN 10: 1009486616 ISBN 13: 9781009486613
Editorial: Cambridge University Press, 2024

Sinopsis

Extreme events are ubiquitous in nature and social society, including natural disasters, accident disasters, crises in public health (such as Ebola and the COVID-19 pandemic), and social security incidents (wars, conflicts, and social unrest). These extreme events will heavily impact financial markets and lead to the appearance of extreme fluctuations in financial time series. Such extreme events lack statistics and are thus hard to predict. Recurrence interval analysis provides a feasible solution for risk assessment and forecasting. This Element aims to provide a systemic description of the techniques and research framework of recurrence interval analysis of financial time series. The authors also provide perspectives on future topics in this direction.

"Sinopsis" puede pertenecer a otra edición de este libro.

Editorial
Cambridge University Press
Año de publicación
2024
Idioma
Inglés
ISBN 10 
1009486616
ISBN 13 
9781009486613
Encuadernación
Tapa dura
Número de páginas
86
Contacto del fabricante
no disponible
Persona responsable
Avery
https://www.avery.fr/

chemin des peupliers 27
Dardilly
Francia

Otras ediciones populares con el mismo título

9781009381734: Recurrence Interval Analysis of Financial Time Series (Elements in Econophysics)

Edición Destacada

ISBN 10:  1009381733 ISBN 13:  9781009381734
Editorial: Cambridge University Press, 2024
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