Recurrence Interval Analysis of Financial Time Series - Couverture rigide

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

 
9781009486613: Recurrence Interval Analysis of Financial Time Series
Couverture rigide
ISBN 10 : 1009486616 ISBN 13 : 9781009486613
Editeur : Cambridge University Press, 2024

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Cambridge University Press
Date d'édition
2024
Langue
anglais
ISBN 10 
1009486616
ISBN 13 
9781009486613
Reliure
Relié
Nombre de pages
86
Coordonnées du fabricant
non disponible
Personne responsable
Avery
https://www.avery.fr/

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France

Autres éditions populaires du même titre

9781009381734: Recurrence Interval Analysis of Financial Time Series

Edition présentée

ISBN 10 :  1009381733 ISBN 13 :  9781009381734
Editeur : Cambridge University Press, 2024
Couverture souple