Multifractal Detrended Analysis Method and Its Application in Financial Markets e-bog
1021,49 DKK
(inkl. moms 1276,86 DKK)
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 vari...
E-bog
1021,49 DKK
Forlag
Springer
Udgivet
18 februar 2018
Genrer
Investment and securities
Sprog
English
Format
epub
Beskyttelse
LCP
ISBN
9789811079160
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.