4789707
9781557388575
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Chaos & Nonlinear Dynamics in the Financial Markets explores both theory & empirical results related to non-linear 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 & 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, & money markets; & 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.Trippi, Robert is the author of 'Chaos and Nonlinear Dynamics in the Financial Markets - Robert R. Trippi' with ISBN 9781557388575 and ISBN 1557388571.
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