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Multifractal Detrended Analysis Method and Its Application in Financial Markets

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Multifractal Detrended Analysis Method and Its Application in Financial Markets/ by Guangxi Cao, Ling-Yun He, Jie Cao.
Author:	Cao, Guangxi.
other author:	He, Ling-Yun.
Description:	XI, 255 p. 130 illus.online resource. :
Contained By:	Springer Nature eBook
Subject:	Financial engineering. -
Online resource:	https://doi.org/10.1007/978-981-10-7916-0
ISBN:	9789811079160

Multifractal Detrended Analysis Method and Its Application in Financial Markets
Cao, Guangxi.

Multifractal Detrended Analysis Method and Its Application in Financial Markets[electronic resource] /by Guangxi Cao, Ling-Yun He, Jie Cao. - 1st ed. 2018. - XI, 255 p. 130 illus.online resource.

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.

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.

ISBN: 9789811079160

Standard No.: 10.1007/978-981-10-7916-0doiSubjects--Topical Terms:

591542
Financial engineering.

LC Class. No.: HG176.7

Dewey Class. No.: 332

Multifractal Detrended Analysis Method and Its Application in Financial Markets
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