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
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