Recurrence Interval Analysis of Financial Time Series
Book Details
Format
Hardback or Cased Book
Book Series
Elements in Econophysics
ISBN-10
1009486616
ISBN-13
9781009486613
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Mar 21st, 2024
Print length
86 Pages
Weight
273 grams
Dimensions
23.50 x 16.00 x 1.00 cms
Product Classification:
Physics
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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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