Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets (English)
- New search for: Jiang, Zhi-Qiang
- New search for: Canabarro, Askery
- New search for: Podobnik, Boris
- New search for: Stanley, H. Eugene
- New search for: Zhou, Wei-Xing
- New search for: Jiang, Zhi-Qiang
- New search for: Canabarro, Askery
- New search for: Podobnik, Boris
- New search for: Stanley, H. Eugene
- New search for: Zhou, Wei-Xing
In:
Quantitative Finance
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16
, 11
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1713-1724
;
2016
- Article (Journal) / Electronic Resource
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Title:Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets
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Contributors:Jiang, Zhi-Qiang ( author ) / Canabarro, Askery ( author ) / Podobnik, Boris ( author ) / Stanley, H. Eugene ( author ) / Zhou, Wei-Xing ( author )
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Published in:Quantitative Finance ; 16, 11 ; 1713-1724
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Publisher:
- New search for: Routledge
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Publication date:2016-11-01
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Size:12 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 16, Issue 11
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1631
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Bifurcation patterns of market regime transitionKamenshchikov, Sergey et al. | 2016
- 1637
-
Efficiently Inefficient: How Smart Money Invests & Market Prices Are DeterminedPekkala, Tapio et al. | 2016
- 1641
-
Calendar| 2016
- 1643
-
Dynamic mode decomposition for financial trading strategiesMann, Jordan / Kutz, J. Nathan et al. | 2016
- 1657
-
Detecting intraday financial market states using temporal clusteringHendricks, D. / Gebbie, T. / Wilcox, D. et al. | 2016
- 1679
-
Losing sight of the trees for the forest? Attention allocation and anomaliesJacobs, Heiko / Weber, Martin et al. | 2016
- 1695
-
Forecasting stock market returns over multiple time horizonsKroujiline, Dimitri / Gusev, Maxim / Ushanov, Dmitry / Sharov, Sergey V. / Govorkov, Boris et al. | 2016
- 1713
-
Early warning of large volatilities based on recurrence interval analysis in Chinese stock marketsJiang, Zhi-Qiang / Canabarro, Askery / Podobnik, Boris / Stanley, H. Eugene / Zhou, Wei-Xing et al. | 2016
- 1725
-
Smile and default: the role of stochastic volatility and interest rates in counterparty credit riskSimaitis, S. / de Graaf, C. S. L. / Hari, N. / Kandhai, D. et al. | 2016
- 1741
-
Numerical methods for dynamic Bertrand oligopoly and American options under regime switchingAmarala, Swathi / Wan, Justin W. L. et al. | 2016
- 1763
-
Hedges or safe havens—revisit the role of gold and USD against stock: a multivariate extended skew-t copula approachLiu, Chung-Shin / Chang, Meng-Shiuh / Wu, Ximing / Chui, Chin Man et al. | 2016
- ei
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Erratum| 2016