Multifractal Detrended Analysis Method and Its Application in Financial Markets

Jie Cao author Guangxi Cao author Ling-Yun He author

Format:Paperback

Publisher:Springer Verlag, Singapore

Published:30th Jan '19

Currently unavailable, and unfortunately no date known when it will be back

Multifractal Detrended Analysis Method and Its Application in Financial Markets cover

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.

ISBN: 9789811356810

Dimensions: unknown

Weight: 454g

255 pages

Softcover reprint of the original 1st ed. 2018