Multifractal Detrended Analysis Method and Its Application in Financial Markets

Business & Finance, Finance & Investing, Finance, Industries & Professions, Industries
Cover of the book Multifractal Detrended Analysis Method and Its Application in Financial Markets by Guangxi Cao, Ling-Yun He, Jie Cao, Springer Singapore
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Author: Guangxi Cao, Ling-Yun He, Jie Cao ISBN: 9789811079160
Publisher: Springer Singapore Publication: February 18, 2018
Imprint: Springer Language: English
Author: Guangxi Cao, Ling-Yun He, Jie Cao
ISBN: 9789811079160
Publisher: Springer Singapore
Publication: February 18, 2018
Imprint: Springer
Language: English

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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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.

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