Chaos & Nonlinear Dynamics in the Financial Markets - Hardcover

Trippi, Robert

Hardcover

ISBN 10: 1557388571 ISBN 13: 9781557388575

Verlag: McGraw-Hill Education, 1995

Inhaltsangabe

Chaos & Nonlinear Dynamics in the Financial Markets explores both theory and empirical results related to nonlinear determinism in the dynamics of asset prices. It includes a wealth of material on the properties of chaotic processes relevant to markets, along with statistical and other tests which have been developed specifically to detect the presence of chaotic behavior.
This authoritative guide covers a comprehensive range of issues associated with chaos theory. It includes sections on theoretical foundations; evidence of chaos in the stock market, commodities markets, and money markets; and a section on advanced methodological issues. You'll also find included Chaos Explorer, a complimentary software package that graphically illustrates the chaotic processes that are referenced throughout the book.

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Details zur Ausgabe

• Verlag: McGraw-Hill Education
• Erscheinungsdatum: 1995
• Sprache: Englisch
• ISBN 10: 1557388571
• ISBN 13: 9781557388575
• Einband: Tapa dura
• Anzahl der Seiten: 500
• Kontakt zum Hersteller: Nicht verfügbar
• Verantwortliche Person: Nicht verfügbar