Recurrence Interval Analysis of Financial Time Series (Hardcover)
Language: English
Published by Cambridge University Press, Cambridge, 2024
- Hardcover
- New
Seller: CitiRetail, Stevenage, United KingdomCitiRetail
AbeBooks seller since June 29, 2022
Condition: New
£ 66.49
Quantity: 1 available
Add to basketItem description from seller
Hardcover. 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 our UK warehouse or from our Australian or US warehouses, depending on stock availability.…
Seller Inventory # 9781009486613
- Title
- Recurrence Interval Analysis of Financial Time Series (Hardcover)
- Author
- Wei-Xing Zhou
- Publisher
- Cambridge University Press, Cambridge
- Publication year
- 2024
- Condition
- new
- Binding
- Hardcover
- Language
- English
- ISBN 10
- 1009486616
- ISBN 13
- 9781009486613
"Synopsis" may belong to another edition of this title.
CitiRetail
Stevenage, United Kingdom
AbeBooks seller since June 29, 2022
Shipping rates from United Kingdom to U.S.A.
| Item | 7 to 14 business days | 7 to 60 business days |
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| First item | £ 37.00 | £ 37.00 |
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