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  • Search: isPartOf:"Cambridge elements. Elements in econophysics"
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Year of publication
Subject
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Early warning system 1 Econophysics 1 Estimation 1 Financial market 1 Finanzmarkt 1 Frühwarnsystem 1 Portfolio selection 1 Portfolio-Management 1 Schätzung 1 Theorie 1 Theory 1 Time series analysis 1 Zeitreihenanalyse 1 early warning 1 econophysics 1 financial time series 1 multi-scaling behavior 1 recurrence interval 1 risk estimation 1 scaling behavior 1 Ökonophysik 1
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Online availability
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Undetermined 1
Type of publication
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Book / Working Paper 1
Language
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English 1
Author
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Jiang, Zhi-Qiang 1 Xie, Wen-Jie 1 Zhou, Wei-Xing 1
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Cambridge elements. Elements in econophysics 1
Source
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ECONIS (ZBW) 1
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Recurrence interval analysis of financial time series
Zhou, Wei-Xing; Jiang, Zhi-Qiang; Xie, Wen-Jie - 2024
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...
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014491224
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