Multifractal Detrended Analysis Method and Its Application in Financial Markets

by Guangxi Cao, Ling-Yun He, Jie Cao

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 9811356815
• ISBN13: 9789811356810
• Release Date: January 2019
• Publisher: Springer
• Length: 255 Pages
• Weight: 0.84 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"