Multifractal Detrended Analysis Method and Its Application in Financial Markets

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139,09 €

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ISBN: 9811079153
ISBN 13: 9789811079153
Autor: Cao, Guangxi/He, Ling-Yun/Cao, Jie
Verlag: Springer Verlag GmbH
Umfang: xi, 255 S., 130 s/w Illustr., 255 p. 130 illus.
Erscheinungsdatum: 27.02.2018
Auflage: 1/2018
Produktform: Gebunden/Hardback
Einband: GEB

This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address problems concerning the international economy, social development and economic security. This book applies the multi-fractal detrended class method, and improves the method with different filters. The authors apply those methods to a variety of areas: financial markets, energy markets, gold market and so on. This book is arguably a systematic research and summary of various kinds of multi-fractal detrended methods. Furthermore, it puts forward some investment suggestions on a healthy development of financial markets.

Artikelnummer: 3233538 Kategorie:

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