Recurrence Interval Analysis of Financial Time Series

Auteur: Zhou, Wei-Xing (East China University of Science and Technology)
Editeur: Cambridge University Press
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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ISBN / EAN 9781009381734
Auteur Zhou, Wei-Xing (East China University of Science and Technology)
Editeur Cambridge University Press