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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.

Recurrence Interval Analysis Of Financial Time Series

by Wei-Xing (East China University Of Science And Technology) Zhou, Wen-Jie (East China University Of Science And Technology) Xie e Zhi-Qiang (East China University Of Science And Technology) Jiang

Property Description
ISBN: 9781009486613
Publisher: CAMBRIDGE UNIVERSITY PRESS
Release Date: March of 2024
Language: English
Cover: Hardcover
Pages: 86
Format: Book
Collection: Elements In Econophysics
Categories: Books in English > Science > Physical
Books in English > Management > Management and Organization
Books in English > Others
EAN: 9781009486613