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

Bibliographic Information

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

Edgar E. Peters

(Wiley finance editions)

Wiley, c1991

Available at  / 34 libraries

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Note

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

Description and Table of Contents

Description

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.

Table of Contents

  • 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.

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