Chaos and order in the capital markets : a new view of cycles, prices, and market volatility

著者

• Peters, Edgar E.

書誌事項

Chaos and order in the capital markets : a new view of cycles, prices, and market volatility

Edgar E. Peters

（Wiley finance editions）

Wiley, c1991

注記

Includes bibliographical references (p. 223-229) and index

内容説明・目次

内容説明

This conceptual work introduces the mathematics of fractals and chaos theory and applies them to investments and economics. The text notes a shift away from efficient capital markets and examines the concept of a chaotic economic system which exists on volatility rather than equilibrium.

目次

• THE NEW PARADIGM: Random Walks and Efficient Markets
• The Failure of the Linear Paradigm
• Markets and Chaos: Chance and Necessity
• FRACTAL STRUCTURE IN THE CAPITAL MARKETS: Introduction to Fractals
• The Fractal Dimension
• Fractal Time Series: Biased Random Walks
• R/S Analysis of the Capital Markets
• Fractal Statistics
• Fractals and Chaos
• NON-LINEAR DYNAMICS: Introduction to Non-Linear Dynamic Systems
• Dynamical Analysis of Time Series
• Dynamical Analysis of the Capital Markets
• Two New Approaches
• What Lies Ahead: Towards a More General Approach.

「Nielsen BookData」 より

• NII書誌ID(NCID): BA13500054
• ISBN:
  • 0471533726
• LCCN: 91016036
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York
• ページ数/冊数: xii, 240 p.
• 大きさ: 24 cm
• 分類:
  • LCC : HG4523
  • DC20 : 332/.0414
• 件名:
  • LCSH : Capital market -- Mathematical models
  • LCSH : Futures market -- Mathematical models
  • LCSH : Fractals
  • LCSH : Chaotic behavior in systems
• 親書誌ID:
  • BA12718891