Multifractal detrended analysis meth...
Cao, Guangxi.

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  • Multifractal detrended analysis method and its application in financial markets
  • 紀錄類型: 書目-電子資源 : Monograph/item
    正題名/作者: Multifractal detrended analysis method and its application in financial markets/ by Guangxi Cao, Ling-Yun He, Jie Cao.
    作者: Cao, Guangxi.
    其他作者: He, Ling-Yun.
    出版者: Singapore :Springer Singapore : : 2018.,
    面頁冊數: xi, 255 p. :ill., digital ;24 cm.
    內容註: 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.
    Contained By: Springer eBooks
    標題: Financial engineering. -
    電子資源: http://dx.doi.org/10.1007/978-981-10-7916-0
    ISBN: 9789811079160
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