Chaos & Nonlinear Dynamics in the Financial Markets - Hardcover

9781557388575: Chaos & Nonlinear Dynamics in the Financial Markets

Synopsis

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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  • PublisherMcGraw-Hill Education
  • Publication date1995
  • ISBN 10 1557388571
  • ISBN 13 9781557388575
  • BindingHardcover
  • LanguageEnglish
  • Number of pages500

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Trippi, Robert R.
Published by Probus Professional Pub, 1995
ISBN 10: 1557388571 ISBN 13: 9781557388575
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Condition: Very Good. 505 pp. + disk in front pocket, hardcover, previous owner's name neatly inked to the title page, else very good, lacks dust jacket. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country. Seller Inventory # ZB1316978

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Published by Irwin Professional Publishing, 1995
ISBN 10: 1557388571 ISBN 13: 9781557388575
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