Recurrence Interval Analysis of Financial Time Series (Elements in Econophysics) - Hardcover

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

 
9781009486613: Recurrence Interval Analysis of Financial Time Series (Elements in Econophysics)
Hardcover
ISBN 10: 1009486616 ISBN 13: 9781009486613
Publisher: 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.

"synopsis" may belong to another edition of this title.

Publisher
Cambridge University Press
Publication date
2024
Language
English
ISBN 10 
1009486616
ISBN 13 
9781009486613
Binding
Hardcover
Edition number
1
Number of pages
86

Other Popular Editions of the Same Title

9781009381734: Recurrence Interval Analysis of Financial Time Series (Elements in Econophysics)

Featured Edition

ISBN 10:  1009381733 ISBN 13:  9781009381734
Publisher: Cambridge University Press, 2024
Softcover