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Book Cover
E-book
Author Zhou, Wei-Xing, author

Title Recurrence interval analysis of financial time series / Wei-Xing Zhou, Zhi-Qiang Jiang, Wen-Jie Xie
Published Cambridge ; New York, NY : Cambridge University Press, 2024

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Description 1 online resource (pages cm.)
Series Elements in econophysics
Contents Introduction -- Recurrence interval distributions -- Memory effects -- Risk estimation and forecasting -- Empirical results and theoretical analyses -- Final remarks
Summary "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"--
Bibliography Includes bibliographical references
Notes Description based on print version record
Subject Interval analysis (Mathematics)
Time-series analysis.
Recurrent sequences (Mathematics)
Business mathematics.
Financial risk management -- Mathematical models
Genre/Form Electronic books
Form Electronic book
Author Jiang, Zhi-Qiang, author
Xie, Wen-Jie, author
LC no. 2023053614
ISBN 9781009381741 (electronicbk)
1009381741 (electronicbk)