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Provides a detailed description of the techniques and research framework of recurrence interval analysis of financial time series.
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Recurrence Interval Analysis of Financial Time Series
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Cambridge University Press, 2024
ISBN 10: 1009381733
ISBN 13: 9781009381734
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Recurrence Interval Analysis of Financial Time Series (Elements in Econophysics)
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Cambridge University Press, 2024
ISBN 10: 1009381733
ISBN 13: 9781009381734
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Recurrence Interval Analysis of Financial Time Series
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Cambridge University Press, 2024
ISBN 10: 1009381733
ISBN 13: 9781009381734
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Recurrence Interval Analysis of Financial Time Series (Paperback)
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Cambridge University Press, Cambridge, 2024
ISBN 10: 1009381733
ISBN 13: 9781009381734
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Paperback. Condition: new. Paperback. 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. 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. This item is printed on demand. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Seller Inventory # 9781009381734
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Recurrence Interval Analysis of Financial Time Series (Elements in Econophysics)
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Cambridge University Press, 2024
ISBN 10: 1009381733
ISBN 13: 9781009381734
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Recurrence Interval Analysis of Financial Time Series (Elements in Econophysics)
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ISBN 10: 1009381733
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Recurrence Interval Analysis of Financial Time Series
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ISBN 10: 1009381733
ISBN 13: 9781009381734
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Recurrence Interval Analysis of Financial Time Series (Elements in Econophysics)
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ISBN 10: 1009381733
ISBN 13: 9781009381734
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Recurrence Interval Analysis of Financial Time Series
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ISBN 13: 9781009381734
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Recurrence Interval Analysis of Financial Time Series (Elements in Econophysics)
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Cambridge University Press, 2024
ISBN 10: 1009381733
ISBN 13: 9781009381734
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