LEADER 03098nam  22004815  450 
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005 20200702091551.0
010   $a981-10-7916-1
024 7 $a10.1007/978-981-10-7916-0
035   $a(CKB)4100000002485552
035   $a(MiAaPQ)EBC5303164
035   $a(DE-He213)978-981-10-7916-0
035   $a(EXLCZ)994100000002485552
100   $a20180218d2018      u|         0
101 0 $aeng
135   $aurcnu||||||||
181   $2rdacontent
182   $2rdamedia
183   $2rdacarrier
200 10$aMultifractal Detrended Analysis Method and Its Application in Financial Markets /$fby Guangxi Cao, Ling-Yun He, Jie Cao
205   $a1st ed. 2018.
210  1$aSingapore :$cSpringer Singapore :$cImprint: Springer,$d2018.
215   $a1 online resource (255 pages) $cillustrations
311   $a981-10-7915-3 
320   $aIncludes bibliographical references.
327   $aChapter 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.
330   $aThis 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.
606   $aFinancial engineering
606   $aBig data
606   $aFinancial Engineering$3https://scigraph.springernature.com/ontologies/product-market-codes/612020
606   $aBig Data/Analytics$3https://scigraph.springernature.com/ontologies/product-market-codes/522070
615  0$aFinancial engineering.
615  0$aBig data.
615 14$aFinancial Engineering.
615 24$aBig Data/Analytics.
676   $a332.015192
700   $aCao$b Guangxi$4aut$4http://id.loc.gov/vocabulary/relators/aut$01057901
702   $aHe$b Ling-Yun$4aut$4http://id.loc.gov/vocabulary/relators/aut
702   $aCao$b Jie$4aut$4http://id.loc.gov/vocabulary/relators/aut
906   $aBOOK
912   $a9910299655903321
996   $aMultifractal Detrended Analysis Method and Its Application in Financial Markets$92495407
997   $aUNINA