
Titre | Multifractal Financial Markets: An Alternative Approach to Asset and Risk Management (SpringerBriefs in Finance Book 4) (English Edition) |
Des pages | 167 Pages |
Classification | MP3 192 kHz |
Publié | 3 years 5 months 2 days ago |
Taille | 1,381 KiloByte |
Nom de fichier | multifractal-financi_Sz5VK.epub |
multifractal-financi_IElyo.mp3 | |
Temps | 58 min 10 seconds |
Multifractal Financial Markets: An Alternative Approach to Asset and Risk Management (SpringerBriefs in Finance Book 4) (English Edition)
Catégorie: Sciences humaines, Santé, Forme et Diététique
Auteur: Hayek Kobeissi Yasmine Hayek, Kobeissi Yasmine Hayek
Éditeur: Andrew Knapp, Jostein Gaarder
Publié: 2018-04-06
Écrivain: Manhattan Prep
Langue: Portugais, Polonais, Tamil, Grec, Turc
Format: pdf, epub
Auteur: Hayek Kobeissi Yasmine Hayek, Kobeissi Yasmine Hayek
Éditeur: Andrew Knapp, Jostein Gaarder
Publié: 2018-04-06
Écrivain: Manhattan Prep
Langue: Portugais, Polonais, Tamil, Grec, Turc
Format: pdf, epub
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Modeling and forecasting time series of precious - Later, multifractal de-trended fluctuation analysis (MF-DFA) has been proposed as an alternative method in analyzing financial time Zhu and Zhang studies the multifractal property of Chinese stock market in the CSI 800 index based on MF-DFA approach (
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Dynamical Variety of Shapes in Financial Multifractality - Indeed, the multifractal analyses of the financial time series have provided so far most of the quantitative evidence for the factors The three historically most recognized events that influenced the world financial markets are indicated by the vertical dashed lines.
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Multifractal models in finance: Their origin, properties, - We outline the genesis of this approach from similar models of turbulent flows in statistical physics and provide details on different specifications of multifractal time series models in finance, available methods for their estimation, and the current state of their
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PDF Assessment of 48 Stock markets using adaptive - In this paper, Stock market comovements are examined using cointegration, Granger causality tests and nonlinear approaches in context of The nature of cross-correlation exponents based on AMF-DXA is almost multifractal for all pair of Stock markets.
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Multifractal financial markets an alternative approach - Basic technical analysis of financial markets a modern approach / by: Di Lorenzo, Renato, 1944- Published: (2013).
How to Measure Financial Market Efficiency? - Gronwald, Marc ; Sattarhof, Cristina. / How to Measure Financial Market Efficiency? A Multifractality-Based Quantitative Approach with an This is a multifractality measure that can quantify the deviation from a random walk within the framework of the
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