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	Short term prediction of extreme returns based on the recurrence interval analysis
	Jiang, ZQ; Wang, GJ; Canabarro, A; Podobnik, B; Xie, C; Stanley, HE; Zhou, WX
刊名	Quantitative Finance
	2018
卷号	Vol.18 No.3页码:353-370
关键词	Extreme return Risk estimation Recurrence interval Return forecasting Hazard probability
ISSN号	1469-7688;1469-7696
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5466658
专题	湖南大学
作者单位	1.East Chine Univ Sci & Technol, Dept Finance, Shanghai 200237, Peoples R China 2.East Chine Univ Sci & Technol, Res Ctr Econophys, Shanghai 200237, Peoples R China 3.Hunan Univ, Business Sch, Changsha, Hunan, Peoples R China 4.Hunan Univ, Ctr Finance & Investment Management, Changsha, Hunan, Peoples R China 5.Boston Univ, Dept Phys, Boston, MA 02215 USA 6.Boston Univ, Ctr Polymer Studies, Boston, MA 02215 USA 7.Univ Fed Alagoas, Grp Fis Mat Condensada, Nucleo Ciencias Exatas, Campus Arapiraca, BR-57309005 Arapiraca, AL, Brazil 8.Univ Fed Rio Grande do Norte, Int Inst Phys, BR-59070405 Natal, RN, Brazil 9.Univ Rijeka, Fac Civil Engn, Rijeka 51000, Croatia[ 10 ] Zagreb Sch Econ & Management, Zagreb 10000, Croatia[ 11 ] Luxembourg Sch Business, Luxembourg, Luxembourg
推荐引用方式 GB/T 7714	Jiang, ZQ,Wang, GJ,Canabarro, A,et al. Short term prediction of extreme returns based on the recurrence interval analysis[J]. Quantitative Finance,2018,Vol.18 No.3:353-370.
APA	Jiang, ZQ.,Wang, GJ.,Canabarro, A.,Podobnik, B.,Xie, C.,...&Zhou, WX.(2018).Short term prediction of extreme returns based on the recurrence interval analysis.Quantitative Finance,Vol.18 No.3,353-370.
MLA	Jiang, ZQ,et al."Short term prediction of extreme returns based on the recurrence interval analysis".Quantitative Finance Vol.18 No.3(2018):353-370.

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