Multifractal Detrended Analysis Method and Its Application in Financial Markets

Multifractal Detrended Analysis Method and Its Application in Financial Markets

Author
Guangxi Cao,Ling-Yun He,Jie Cao (auth.)
Publisher
Springer Singapore
Language
English
Edition
1
Year
2018
Page
XI, 255
ISBN
978-981-10-7915-3, 978-981-10-7916-0
File Type
pdf
File Size
11.9 MiB

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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