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Recurrence Interval Analysis of Financial Time Series - Zhou, Wei-Xing, and Jiang, Zhi-Qiang, and Xie, Wen-Jie
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Extreme events are ubiquitous in nature and social society, including natural disasters, accident disasters, crises in public health (such as Ebola and the COVID-19 pandemic), and social security incidents (wars, conflicts, and social unrest). These extreme events will heavily impact financial markets and lead to the appearance of extreme fluctuations in financial time series. Such extreme events lack statistics and are thus hard to predict. Recurrence interval analysis provides a feasible solution for risk assessment and ...

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Recurrence Interval Analysis of Financial Time Series 2024, Cambridge University Press, Cambridge

ISBN-13: 9781009381734

Trade paperback

Recurrence Interval Analysis of Financial Time Series 2024, Cambridge University Press, Cambridge

ISBN-13: 9781009486613

Hardcover