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Multifractal Detrended Analysis Method and Its Application in Financial Markets

Specificaties
Paperback, blz. | Engels
Springer Nature Singapore | 2019
ISBN13: 9789811356810
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Springer Nature Singapore e druk, 2019 9789811356810
€ 156,99
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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.

Specificaties

ISBN13:9789811356810
Taal:Engels
Bindwijze:paperback
Uitgever:Springer Nature Singapore

Inhoudsopgave

<div>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.</div><div><br></div>
€ 156,99
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        Multifractal Detrended Analysis Method and Its Application in Financial Markets