Recurrence Interval Analysis of Financial Time Series
Author | : Wei-Xing Zhou |
Publisher | : Cambridge University Press |
Total Pages | : 86 |
Release | : 2024-03-21 |
ISBN-10 | : 9781009381758 |
ISBN-13 | : 100938175X |
Rating | : 4/5 (58 Downloads) |
Download or read book Recurrence Interval Analysis of Financial Time Series written by Wei-Xing Zhou and published by Cambridge University Press. This book was released on 2024-03-21 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.