{
"item_title" : "Multifractal Detrended Analysis Method and Its Application in Financial Markets",
"item_author" : [" Guangxi Cao", "Ling-Yun He", "Jie Cao "],
"item_description" : "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 - Taking DMCA as an Example.- Chapter 9 Multifractal Dentrend Method with Different Filtering.- Chapter 10 Risk Analysis Based on Multifractal Detrended Method.",
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Multifractal Detrended Analysis Method and Its Application in Financial Markets
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 - Taking DMCA as an Example.- Chapter 9 Multifractal Dentrend Method with Different Filtering.- Chapter 10 Risk Analysis Based on Multifractal Detrended Method.
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Details
- ISBN-13: 9789811356810
- ISBN-10: 9811356815
- Publisher: Springer
- Publish Date: January 2019
- Dimensions: 9.21 x 6.14 x 0.56 inches
- Shipping Weight: 0.84 pounds
- Page Count: 255
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