Recurrence Interval Analysis of Financial Time Series
Series: Elements in Econophysics;
- Publisher's listprice GBP 18.00
-
8 599 Ft (8 190 Ft + 5% VAT)
The price is estimated because at the time of ordering we do not know what conversion rates will apply to HUF / product currency when the book arrives. In case HUF is weaker, the price increases slightly, in case HUF is stronger, the price goes lower slightly.
- Discount 20% (cc. 1 720 Ft off)
- Discounted price 6 880 Ft (6 552 Ft + 5% VAT)
Subcribe now and take benefit of a favourable price.
Subscribe
8 599 Ft
Availability
Estimated delivery time: In stock at the publisher, but not at Prospero's office. Delivery time approx. 3-5 weeks.
Not in stock at Prospero.
Why don't you give exact delivery time?
Delivery time is estimated on our previous experiences. We give estimations only, because we order from outside Hungary, and the delivery time mainly depends on how quickly the publisher supplies the book. Faster or slower deliveries both happen, but we do our best to supply as quickly as possible.
Product details:
- Publisher Cambridge University Press
- Date of Publication 21 March 2024
- ISBN 9781009381734
- Binding Paperback
- No. of pages86 pages
- Size 228x152x5 mm
- Weight 150 g
- Language English 538
Categories
Short description:
Provides a detailed description of the techniques and research framework of recurrence interval analysis of financial time series.
MoreLong description:
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 interval analysis provides a feasible solution for risk assessment and forecasting. 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.
MoreTable of Contents:
1. Introduction; 2. Recurrence interval distributions; 3. Memory effects; 4. Risk estimation and forecasting; 5. Empirical results and theoretical analyses; 6. Final remarks; References.
More
Copula Modeling: An Introduction for Practitioners
38 220 HUF
35 162 HUF
How the Body Shapes the Way We Think ? A New View of Intelligence
18 154 HUF
16 339 HUF
