Multifractal Detrended Analysis Method and Its Application in Financial Markets
Multifractal Detrended Analysis Method and Its Application in Financial Markets By Guangxi Cao
English | PDF,EPUB | 2018 | 258 Pages | ISBN : 9811079153 | 17.02 MB
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.
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