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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-bok

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ISBN: 9789811079160
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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

Nyckelord: Finance, Financial Engineering, Big Data/Analytics

Författare
 
 
Utgivare
Springer
Utgivningsår
2018
Språk
en
Utgåva
1
Kategori
Ekonomisk
Format
E-bok
eISBN (PDF)
9789811079160
Tryckt ISBN
978-981-10-7915-3

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