Recurrence Interval Analysis of Financial Time Series PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Recurrence Interval Analysis of Financial Time Series PDF full book. Access full book title Recurrence Interval Analysis of Financial Time Series by Wei-Xing Zhou. Download full books in PDF and EPUB format.
Author: Wei-Xing Zhou
Publisher: Cambridge University Press
ISBN: 100938175X
Category : Business & Economics
Languages : en
Pages : 86
Get Book Here
Book Description
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.
Author: Wei-Xing Zhou
Publisher: Cambridge University Press
ISBN: 100938175X
Category : Business & Economics
Languages : en
Pages : 86
Get Book Here
Book Description
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.
Author: Yongrok Choi
Publisher: MDPI
ISBN: 3038970557
Category : Business & Economics
Languages : en
Pages : 318
Get Book Here
Book Description
This book is a printed edition of the Special Issue "Regional Cooperation for the Sustainable Development and Management in Northeast Asia" that was published in Sustainability
Author: A. Surjalal Sharma
Publisher: John Wiley & Sons
ISBN: 1118671848
Category : Science
Languages : en
Pages : 693
Get Book Here
Book Description
Published by the American Geophysical Union as part of the Geophysical Monograph Series, Volume 196. Extreme Events and Natural Hazards: The Complexity Perspective examines recent developments in complexity science that provide a new approach to understanding extreme events. This understanding is critical to the development of strategies for the prediction of natural hazards and mitigation of their adverse consequences. The volume is a comprehensive collection of current developments in the understanding of extreme events. The following critical areas are highlighted: understanding extreme events, natural hazard prediction and development of mitigation strategies, recent developments in complexity science, global change and how it relates to extreme events, and policy sciences and perspective. With its overarching theme, Extreme Events and Natural Hazards will be of interest and relevance to scientists interested in nonlinear geophysics, natural hazards, atmospheric science, hydrology, oceanography, tectonics, and space weather.
Author: Frédéric Abergel
Publisher: Springer
ISBN: 3030113647
Category : Science
Languages : en
Pages : 269
Get Book Here
Book Description
This book presents the latest perspectives and challenges within the interrelated fields of econophysics and sociophysics, which have emerged from the application of statistical physics to economics and sociology. Economic and financial markets appear to be in a permanent state of flux. Billions of agents interact with each other, giving rise to complex dynamics of economic quantities at the micro and macro levels. With the availability of huge data sets, researchers can address questions at a much more granular level than was previously possible. Fundamental questions regarding the aggregation of actions and information and the coordination, complexity, and evolution of economic and financial networks are currently receiving much attention in the econophysics research agenda. In parallel, the sociophysics literature has focused on large-scale social data and their interrelations. In this book, leading researchers from different communities – economists, sociologists, financial analysts, mathematicians, physicists, statisticians, and others – report on their recent work and their analyses of economic and social behavior.
Author: Rudra Prakash Pradhan
Publisher: Allied Publishers
ISBN: 9788184244267
Category : Finance, Personal
Languages : en
Pages : 224
Get Book Here
Book Description
Papers presented at the Forecasting Financial Markets in India, held at Kharagpur during 29-31 December 2008.
Author: Leixun Yang
Publisher: MDPI
ISBN: 3039214578
Category : Social Science
Languages : en
Pages : 162
Get Book Here
Book Description
This collection represents successful invited submissions from the papers presented at the 8th Annual Conference of Energy Economics and Management held in Beijing, China, 22–24 September 2017. With over 500 participants, the conference was co-hosted by the Management Science Department of National Natural Science Foundation of China, the Chinese Society of Energy Economics and Management, and Renmin University of China on the subject area of “Energy Transition of China: Opportunities and Challenges”. The major strategies to transform the energy system of China to a sustainable model include energy/economic structure adjustment, resource conservation, and technology innovation. Accordingly, the conference and its associated publications encourage research to address the major issues faced in supporting the energy transition of China. Papers published in this collection cover the broad spectrum of energy economics issues, including building energy efficiency, industrial energy demand, public policies to promote new energy technologies, power system control technology, emission reduction policies in energy-intensive industries, emission measurements of cities, energy price movement, and the impact of new energy vehicle.
Author: Nikolaus Hautsch
Publisher: Springer Science & Business Media
ISBN: 3642170153
Category : Business & Economics
Languages : en
Pages : 297
Get Book Here
Book Description
This book provides a methodological framework to model univariate and multivariate irregularly spaced financial data. It gives a thorough review of recent developments in the econometric literature, puts forward existing approaches and opens up new directions. The book presents alternative ways to model so-called financial point processes using dynamic duration as well as intensity models and discusses their ability to account for specific features of point process data, like the occurrence of time-varying covariates, censoring mechanisms and multivariate structures. Moreover, it illustrates the use of various types of financial point processes to model financial market activity from different viewpoints and to construct volatility and liquidity measures under explicit consideration of the passing trading time.
Author: Wayne B. Nelson
Publisher: SIAM
ISBN: 0898715229
Category : Technology & Engineering
Languages : en
Pages : 157
Get Book Here
Book Description
Survival data consist of a single event for each population unit, namely, end of life, which is modeled with a life distribution. However, many applications involve repeated-events data, where a unit may accumulate numerous events over time. This applied book provides practitioners with basic nonparametric methods for such data.
Author: Larry R. Bohman
Publisher:
ISBN:
Category : Stream measurements
Languages : en
Pages : 102
Get Book Here
Book Description
Author:
Publisher:
ISBN:
Category : Hydrology
Languages : en
Pages : 154
Get Book Here
Book Description
