Short term prediction of extreme returns based on the recurrence interval analysis

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Short term prediction of extreme returns based on the recurrence interval analysis

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наукова стаття, опублікована в жовтні 2017

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Short term prediction of extreme returns based on the recurrence interval analysis

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Short term prediction of extreme returns based on the recurrence interval analysis

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Short term prediction of extreme returns based on the recurrence interval analysis

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Short term prediction of extreme returns based on the recurrence interval analysis

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Short term prediction of extreme returns based on the recurrence interval analysis

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Short term prediction of extreme returns based on the recurrence interval analysis

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P1476

Short term prediction of extreme returns based on the recurrence interval analysis

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P2093

Zhi-Qiang Jiang

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Scaling and memory in volatility return intervals in financial markets.

An introduction to ROC analysis

Data-driven prediction of thresholded time series of rainfall and self-organized criticality models.

Cross-correlations between volume change and price change.

Forecasting Financial Extremes: A Network Degree Measure of Super-Exponential Growth.

Profitability of Contrarian Strategies in the Chinese Stock Market

Calling patterns in human communication dynamics

Copulas and time series with long-ranged dependencies.

Universal behavior of the interoccurrence times between losses in financial markets: independence of the time resolution.

Power-Law Distributions in Empirical Data

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353-370

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scholarly article

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10.1080/14697688.2017.1373843

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P478

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P577

2017-10-05T00:00:00Z

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1610.08230

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