The Resource Multifractal Detrended Analysis Method and Its Application in Financial Markets, by Guangxi Cao, Ling-Yun He, Jie Cao, (electronic resource)

Multifractal Detrended Analysis Method and Its Application in Financial Markets, by Guangxi Cao, Ling-Yun He, Jie Cao, (electronic resource)

Label
Multifractal Detrended Analysis Method and Its Application in Financial Markets
Title
Multifractal Detrended Analysis Method and Its Application in Financial Markets
Statement of responsibility
by Guangxi Cao, Ling-Yun He, Jie Cao
Creator
Contributor
Author
Author
Subject
Language
eng
Summary
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
http://library.link/vocab/creatorName
Cao, Guangxi
Dewey number
332.015192
http://bibfra.me/vocab/relation/httpidlocgovvocabularyrelatorsaut
  • yqlWMrECNgI
  • oFRAhMMkKHc
  • CcBJYwIabDc
LC call number
HG176.7
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorName
  • He, Ling-Yun.
  • Cao, Jie.
http://library.link/vocab/subjectName
  • Financial engineering
  • Big data
  • Financial Engineering
  • Big Data/Analytics
Label
Multifractal Detrended Analysis Method and Its Application in Financial Markets, by Guangxi Cao, Ling-Yun He, Jie Cao, (electronic resource)
Instantiates
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type MARC source
rdacontent
Contents
Chapter 1 Introduction -- Chapter 2 Long Memory Methods and Comparative Analysis -- Chapter 3 Multifractal Detrended Fluctuation Analysis (MF-DFA) -- Chapter 4 Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) -- Chapter 5 Asymmetric Multifractal Detrended Fluctuation Analysis (MF-ADFA) -- Chapter 6 Asymmetric Multifractal Detrended Cross-Correlation Analysis (MF-ADCCA) -- Chapter 7 Asymmetric DCCA Cross-Correlation Coeffcient -- Chapter 8 Simulation - Taking DMCA as an Example -- Chapter 9 Multifractal Dentrend Method with Different Filtering -- Chapter 10 Risk Analysis Based on Multifractal Detrended Method
Dimensions
unknown
Edition
1st ed. 2018.
Extent
1 online resource (255 pages)
Form of item
online
Isbn
9789811079160
Media category
computer
Media MARC source
rdamedia
Other control number
10.1007/978-981-10-7916-0
Other physical details
illustrations
Sound
unknown sound
Specific material designation
remote
System control number
  • (CKB)4100000002485552
  • (MiAaPQ)EBC5303164
  • (DE-He213)978-981-10-7916-0
  • (EXLCZ)994100000002485552
Label
Multifractal Detrended Analysis Method and Its Application in Financial Markets, by Guangxi Cao, Ling-Yun He, Jie Cao, (electronic resource)
Publication
Bibliography note
Includes bibliographical references
Carrier category
online resource
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type MARC source
rdacontent
Contents
Chapter 1 Introduction -- Chapter 2 Long Memory Methods and Comparative Analysis -- Chapter 3 Multifractal Detrended Fluctuation Analysis (MF-DFA) -- Chapter 4 Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) -- Chapter 5 Asymmetric Multifractal Detrended Fluctuation Analysis (MF-ADFA) -- Chapter 6 Asymmetric Multifractal Detrended Cross-Correlation Analysis (MF-ADCCA) -- Chapter 7 Asymmetric DCCA Cross-Correlation Coeffcient -- Chapter 8 Simulation - Taking DMCA as an Example -- Chapter 9 Multifractal Dentrend Method with Different Filtering -- Chapter 10 Risk Analysis Based on Multifractal Detrended Method
Dimensions
unknown
Edition
1st ed. 2018.
Extent
1 online resource (255 pages)
Form of item
online
Isbn
9789811079160
Media category
computer
Media MARC source
rdamedia
Other control number
10.1007/978-981-10-7916-0
Other physical details
illustrations
Sound
unknown sound
Specific material designation
remote
System control number
  • (CKB)4100000002485552
  • (MiAaPQ)EBC5303164
  • (DE-He213)978-981-10-7916-0
  • (EXLCZ)994100000002485552

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