Articoli correlati a Recurrence Interval Analysis of Financial Time Series
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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.
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Recurrence Interval Analysis of Financial Time Series
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Cambridge University Press, 2024
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ISBN 13: 9781009486613
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Recurrence Interval Analysis of Financial Time Series (Hardcover)
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Cambridge University Press, Cambridge, 2024
ISBN 10: 1009486616
ISBN 13: 9781009486613
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Hardcover. Condizione: new. Hardcover. 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. 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9781009486613
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Recurrence Interval Analysis of Financial Time Series (Elements in Econophysics)
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Recurrence Interval Analysis of Financial Time Series
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Cambridge University Press, GB, 2024
ISBN 10: 1009486616
ISBN 13: 9781009486613
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Hardback. Condizione: New. 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. Codice articolo LU-9781009486613
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Recurrence Interval Analysis of Financial Time Series
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Recurrence Interval Analysis of Financial Time Series
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Hardback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 273. Codice articolo C9781009486613
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Recurrence Interval Analysis of Financial Time Series
Editore:
Cambridge University Press, 2024
ISBN 10: 1009486616
ISBN 13: 9781009486613
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Da: GreatBookPricesUK, Woodford Green, Regno Unito
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Recurrence Interval Analysis of Financial Time Series (Elements in Econophysics)
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Condizione: New. 1st edition NO-PA16APR2015-KAP. Codice articolo 26398794713
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Recurrence Interval Analysis of Financial Time Series
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Hardcover. Condizione: Brand New. 75 pages. 9.00x6.00x0.25 inches. In Stock. This item is printed on demand. Codice articolo __1009486616
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