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OverviewExtreme 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. Full Product DetailsAuthor: Wei-Xing Zhou (East China University of Science and Technology) , Zhi-Qiang Jiang (East China University of Science and Technology) , Wen-Jie Xie (East China University of Science and Technology)Publisher: Cambridge University Press Imprint: Cambridge University Press ISBN: 9781009381734ISBN 10: 1009381733 Pages: 86 Publication Date: 21 March 2024 Audience: General/trade , General Format: Paperback Publisher's Status: Active Availability: Manufactured on demand  We will order this item for you from a manufactured on demand supplier. Table of ContentsReviewsAuthor InformationTab Content 6Author Website:Countries AvailableAll regions |
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