Multifractal Detrended Analysis Method and Its Application in Financial Markets
This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address problems concerning the international economy, social development and economic security. This book applies the multi-fractal detrended class...
Uloženo v:
| Hlavní autor: | |
|---|---|
| Médium: | Elektronický zdroj E-kniha |
| Jazyk: | angličtina |
| Vydáno: |
Singapore :
Springer Singapore ,
2018.
|
| Vydání: | 1st ed. 2018. |
| Témata: | |
| ISBN: | 9789811079160 |
| On-line přístup: |
|
| Tagy: |
Přidat tag
Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!
|
MARC
| LEADER | 00000nam a22000005i 4500 | ||
|---|---|---|---|
| 003 | SK-BrCVT | ||
| 005 | 20220618101532.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 180218s2018 si | s |||| 0|eng d | ||
| 020 | |a 9789811079160 | ||
| 024 | 7 | |a 10.1007/978-981-10-7916-0 |2 doi | |
| 035 | |a CVTIDW11856 | ||
| 040 | |a Springer-Nature |b eng |c CVTISR |e AACR2 | ||
| 041 | |a eng | ||
| 100 | 1 | |a Cao, Guangxi. |4 aut | |
| 245 | 1 | 0 | |a Multifractal Detrended Analysis Method and Its Application in Financial Markets |h [electronic resource] / |c by Guangxi Cao, Ling-Yun He, Jie Cao. |
| 250 | |a 1st ed. 2018. | ||
| 260 | 1 | |a Singapore : |b Springer Singapore , |c 2018. | |
| 300 | |a XI, 255 p. 130 illus. |b online resource. | ||
| 500 | |a Economics and Finance | ||
| 505 | 0 | |a Chapter 1 Introduction -- Chapter 2 Long Memory Methods and Comparative Analysis -- Chapter 3 Multifractal Detrended Fluctuation Analysis (MF-DFA) -- Chapter 4 Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) -- Chapter 5 Asymmetric Multifractal Detrended Fluctuation Analysis (MF-ADFA) -- Chapter 6 Asymmetric Multifractal Detrended Cross-Correlation Analysis (MF-ADCCA) -- Chapter 7 Asymmetric DCCA Cross-Correlation Coeffcient -- Chapter 8 Simulation - Taking DMCA as an Example -- Chapter 9 Multifractal Dentrend Method with Different Filtering -- Chapter 10 Risk Analysis Based on Multifractal Detrended Method. | |
| 516 | |a text file PDF | ||
| 520 | |a This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address problems concerning the international economy, social development and economic security. This book applies the multi-fractal detrended class method, and improves the method with different filters. The authors apply those methods to a variety of areas: financial markets, energy markets, gold market and so on. This book is arguably a systematic research and summary of various kinds of multi-fractal detrended methods. Furthermore, it puts forward some investment suggestions on a healthy development of financial markets. | ||
| 650 | 0 | |a Financial engineering. | |
| 650 | 0 | |a Big data. | |
| 856 | 4 | 0 | |u http://hanproxy.cvtisr.sk/han/cvti-ebook-springer-eisbn-978-981-10-7916-0 |y Vzdialený prístup pre registrovaných používateľov |
| 910 | |b ZE09136 | ||
| 919 | |a 978-981-10-7916-0 | ||
| 974 | |a andrea.lebedova |f Elektronické zdroje | ||
| 992 | |a SUD | ||
| 999 | |c 237698 |d 237698 | ||