Cambridge University Press
Recurrence Interval Analysis of Financial Time Series
Product Code:
9781009486613
ISBN13:
9781009486613
Condition:
New
$74.69
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.
| Author: Wei-Xing Zhou, Zhi-Qiang Jiang, Wen-Jie Xie |
| Publisher: Cambridge University Press |
| Publication Date: Mar 21, 2024 |
| Number of Pages: NA pages |
| Language: English |
| Binding: Hardcover |
| ISBN-10: 1009486616 |
| ISBN-13: 9781009486613 |
Recurrence Interval Analysis of Financial Time Series
$74.69
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.
| Author: Wei-Xing Zhou, Zhi-Qiang Jiang, Wen-Jie Xie |
| Publisher: Cambridge University Press |
| Publication Date: Mar 21, 2024 |
| Number of Pages: NA pages |
| Language: English |
| Binding: Hardcover |
| ISBN-10: 1009486616 |
| ISBN-13: 9781009486613 |
Related Products
Cambridge University Press
Approaching the Interval in the Early Modern Theatre : The Significance of the 'Act-Time'
$25.78
Sale 3%
