Recurrence interval analysis of financial time series
Extreme events are ubiquitous in nature and social society, including natural disasters, accident disasters, crises in public health (such as Ebola and the COVID-19 pandemic), and social security incidents (wars, conflicts, and social unrest). These extreme events will heavily impact financial marke...
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| Format: | E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge ; New York, NY
Cambridge University Press
2024
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| Schriftenreihe: | Cambridge elements. Elements in econophysics
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| Online-Zugang: | Volltext |
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