Recurrence interval analysis of financial time series
Auteur :
Zhou, Wei-Xing / Jiang, Zhi-Qiang / Xie, Wen-Jie
Éditeur :
Cambridge University Press
ISBN :
9781009486613
Date de publication :
21 mars 2024
Dimensions :
23,5 x 16,0 x 1,0 cm
Poids :
273 g
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.