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Multifractal Detrended Analysis Method and Its Application in Financial Markets

Multifractal Detrended Analysis Method and Its Application in Financial Markets

Hardcover

Business GeneralInvesting & FinanceDatabases

ISBN10: 9811079153
ISBN13: 9789811079153
Publisher: Springer
Published: Feb 27 2018
Pages: 255
Weight: 1.22
Height: 0.63 Width: 6.14 Depth: 9.21
Language: English
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.

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