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Recurrence Interval Analysis of Financial Time Series

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

Elements in Econophysics

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Leveringstid: 2-4 uker

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Omtale

This Element aims to provide a systemic description of the techniques and research framework of recurrence interval analysis of financial time series. The authors also provide perspectives on future topics in this direction.

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