Multifractal Detrended Analysis Method and Its Application in Financial Markets

by Guangxi Cao, Ling-Yun He, and Jie Cao

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Book cover for Multifractal Detrended Analysis Method and Its Application in Financial Markets

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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.
  • ISBN13 9789811356810
  • Publish Date 30 January 2019 (first published 27 February 2018)
  • Publish Status Active
  • Publish Country SG
  • Imprint Springer Verlag, Singapore
  • Edition Softcover reprint of the original 1st ed. 2018
  • Format Paperback
  • Pages 255
  • Language English