Chaos and order in the capital markets: a new view of cycles, prices, and market volatility
Material type:
TextPublication details: 1991 John Wiley & Sons New YorkDescription: xii,240p 24 cm; Hard BoundISBN: - 978-0471533726
| Item type | Current library | Collection | Call number | Status | Date due | Barcode | |
|---|---|---|---|---|---|---|---|
Books
|
H.T. Parekh Library | GSB Collection | 332.0414 PET (Browse shelf(Opens below)) | Available | 16285 |
$49.95
1. Introduction: Life Can Be So Complicated --
2. Random Walks and Efficient Markets --
3. The Failure of the Linear Paradigm --
4. Markets and Chaos: Chance and Necessity --
5. Introduction to Fractals --
6. The Fractal Dimension --
7. Fractal Time Series --
Biased Random Walks --
8. R/S Analysis of the Capital Markets --
9. Fractal Statistics --
10. Fractals and Chaos --
11. Introduction to Nonlinear Dynamic Systems --
12. Dynamic Analysis of Time Series --
13. Dynamic Analysis of the Capital Markets --
14. The Coherent Market Hypothesis --
15. Fractional Truth: Fuzzy Logic and Behavioral Finance --
16. Applying Chaos and Nonlinear Methods --
17. What Lies Ahead: Toward a More General Approach --
Presenting new analytical techniques, as well as reexamining methods that have been in use for the past forty years, Chaos and Order offers a thorough examination of chaos theory and fractals as applied to investments and economics. This new edition includes timely examples from today's markets and descriptions of cutting-edge technologies - genetic algorithms, wavelets, complexity theory - and hot innovations, such
There are no comments on this title.