Recurrence Interval Analysis of Financial Time Series

by Wei-Xing Zhou, Wen-Jie Xie, Zhi-Qiang Jiang

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 markets and lead to the appearance of extreme fluctuations in financial time series. Such extreme events lack statistics and are thus hard to predict. Recurrence...

• Format: Paperback
• Language: English
• ISBN: 1009381733
• ISBN13: 9781009381734
• Release Date: March 2024
• Publisher: Cambridge University Press
• Length: 86 Pages
• Weight: 0.28 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"