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Recurrence Interval Analysis of Financial Time Series - Elements in Econophysics Zhou, Wei-Xing (East China University of Science and Technology)
Recurrence Interval Analysis of Financial Time Series - Elements in Econophysics
Zhou, Wei-Xing (East China University of Science and Technology)
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.
75 pages, Worked examples or Exercises
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | March 21, 2024 |
| ISBN13 | 9781009486613 |
| Publishers | Cambridge University Press |
| Pages | 86 |
| Dimensions | 160 × 235 × 10 mm · 273 g |