Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
著者
書誌事項
Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
（Wiley finance editions）
Wiley, c1991
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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.
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