{"product_id":"recurrence-interval-analysis-of-financial-time-series-9781009381734","title":"Recurrence Interval Analysis of Financial Time Series","description":"Extreme events are ubiquitous in nature and social society, including natural disasters, accident disasters, crises in public health (such as Ebola and the COVID-19 pandemic), and social security incidents (wars, conflicts, and social unrest). These extreme events will heavily impact financial markets and lead to the appearance of extreme fluctuations in financial time series. Such extreme events lack statistics and are thus hard to predict. Recurrence interval analysis provides a feasible solution for risk assessment and forecasting. This Element aims to provide a systemic description of the techniques and research framework of recurrence interval analysis of financial time series. The authors also provide perspectives on future topics in this direction.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Wei-Xing Zhou,Zhi-Qiang Jiang,Wen-Jie Xie\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Cambridge University Press\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 03\/21\/2024\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 86\u003cbr\u003e\u003cb\u003eBinding Type:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 0.28lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.00w x 0.18d\u003cbr\u003e\u003cb\u003eISBN:\u003c\/b\u003e 9781009381734\u003cp\u003e\u003ci\u003eThis title is not returnable\u003c\/i\u003e\u003cbr\u003e\u003c\/p\u003e","brand":"Cambridge University Press","offers":[{"title":"Paperback","offer_id":43940864622707,"sku":"9.78101E+12","price":36.89,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0555\/9255\/0515\/files\/img_df665444-04dc-45a8-a7d1-01060dc7da96.jpg?v=1758977606","url":"https:\/\/bookstorenmore.com\/products\/recurrence-interval-analysis-of-financial-time-series-9781009381734","provider":"Bookstore N More","version":"1.0","type":"link"}