Sisäänkirjautuminen

Cao, Guangxi

Multifractal Detrended Analysis Method and Its Application in Financial Markets

Cao, Guangxi - Multifractal Detrended Analysis Method and Its Application in Financial Markets, e-kirja

136,40€

E-kirja, PDF, Adobe DRM-suojattu
ISBN: 9789811079160
DRM-rajoitukset

TulostusEi sallittu
Kopioi leikepöydälleEi sallittu

Table of contents

1. Introduction
Guangxi Cao, Ling-Yun He, Jie Cao

2. Long Memory Methods and Comparative Analysis
Guangxi Cao, Ling-Yun He, Jie Cao

3. Multifractal Detrended Fluctuation Analysis (MF-DFA)
Guangxi Cao, Ling-Yun He, Jie Cao

4. Multifractal Detrended Cross-Correlation Analysis (MF-DCCA)
Guangxi Cao, Ling-Yun He, Jie Cao

5. Asymmetric Multifractal Detrended Fluctuation Analysis (A-MFDFA)
Guangxi Cao, Ling-Yun He, Jie Cao

6. Asymmetric Multifractal Detrended Cross-Correlation Analysis (MF-ADCCA)
Guangxi Cao, Ling-Yun He, Jie Cao

7. Asymmetric DCCA Cross-Correlation Coefficient
Guangxi Cao, Ling-Yun He, Jie Cao

8. Simulation—Taking DMCA as an Example
Guangxi Cao, Ling-Yun He, Jie Cao

9. Multifractal Detrend Method with Different Filtering
Guangxi Cao, Ling-Yun He, Jie Cao

10. Risk Analysis Based on Multifractal Detrended Method
Guangxi Cao, Ling-Yun He, Jie Cao

Avainsanat: Finance, Financial Engineering, Big Data/Analytics

Tekijä(t)
 
 
Julkaisija
Springer
Julkaisuvuosi
2018
Kieli
en
Painos
1
Kategoria
Talous
Tiedostomuoto
E-kirja
eISBN (PDF)
9789811079160
Painetun ISBN
978-981-10-7915-3

Samankaltaisia e-kirjoja