Recurrence Interval Analysis of Financial Time Series

DOI10.1017/9781009381741MaRDI QIDQ6150373zbMATH OpenOpenAlexFDO

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

Publication date 6 March 2024

Full work available at URL https://doi.org/10.1017/9781009381741

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Economic time series analysis (91B84)

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