Recurrence Interval Analysis of Financial Time Series - Zhou, Wei-Xing (East China University of Science and Technology); Jiang, Zhi-Qiang (East China University of Science and Technology); Xie, Wen-Jie (East China University of Science and Technology)
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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.

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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.