Chaos & nonlinear dynamics in the financial markets : theory,evidence and applications /
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| Format: | Book |
| Language: | English |
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Chaos explorer for Microsoft Windows. Chicago :
Irwin Professional Publishing, c1995.
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Table of Contents:
- 1. Nonlinear and Chaotic Dynamics: An Economist's Guide / Michael D.Weiss
- 2. When Random Is Not Random: An Introduction to Chaos inMarket Prices / Robert Savit
- 3. Adaptive Learning and Roads toChaos: The Case of the Cobweb / Cars H. Hommes
- 4. Chaos Models andTheir Implications for Forecasting / William J. Baumol and Richard E.Quandt
- 5. Structural Shifts and the Volatility of Chaotic Markets /Sherrill Shaffer
- 6. Testing for Nonlinear Dependence in Daily StockIndices / Thomas Willey
- 7. A Chaotic Attractor for the S&P 500 /Edgar E. Peters
- 8. Evidence of Chaos in the S&P 500 Cash Index /Robert M. Eldridge, Christopher Bernhardt and Irene Mulvey
- 9.Investor Preferences and the Correlation Dimension / Steve Satchell andAllan Timmermann
- 10. Modeling Structured Nonlinear Knowledge toPredict Stock Market Returns / Ypke Hiemstra
- 11. Evidence of Chaosin Commodity Futures Prices / Gregory P. DeCoster, Walter C. Labys and Douglas W. Mitchell.