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The stock market : bubbles, volatility, and chaos : proceedings of the Thirteenth Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis

The stock market : bubbles, volatility, and chaos : proceedings of the Thirteenth Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis (Loan 5 times)

Material type
단행본
Personal Author
Dwyer, Gerald P. Hafer, R. W. (Rik W.).
Title Statement
The stock market : bubbles, volatility, and chaos : proceedings of the Thirteenth Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis / edited by Gerald P. Dwyer, Jr. and R. W. Hafer.
Publication, Distribution, etc
Boston :   Kluwer Academic Publishers,   c1990.  
Physical Medium
xi, 201 p. : ill. ; 24 cm.
ISBN
0792390296
General Note
Conference held 10/21-22/88.  
Bibliography, Etc. Note
Includes bibliographical references.
Subject Added Entry-Topical Term
Stocks --Prices --United States --Mathematical models --Congresses.
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001 000000409072
005 19981116115440.0
008 890511s1990 maua b 10010 eng
020 ▼a 0792390296
040 ▼a DLC ▼c DLC ▼d DLC
049 1 ▼l 412916043
050 0 0 ▼a HG4915 ▼b .E33 1988
082 0 0 ▼a 332.63/222/0973 ▼2 20
090 ▼a 332.63 ▼b E19
111 2 ▼a Economic Policy Conference of the Federal Reserve Bank of St. Louis ▼n (13th : ▼d 1988 : ▼c Federal Reserve Bank of St. Louis)
245 1 4 ▼a The stock market : ▼b bubbles, volatility, and chaos : proceedings of the Thirteenth Annual Economic Policy Conference of the Federal Reserve Bank of St. Louis / ▼c edited by Gerald P. Dwyer, Jr. and R. W. Hafer.
260 ▼a Boston : ▼b Kluwer Academic Publishers, ▼c c1990.
300 ▼a xi, 201 p. : ▼b ill. ; ▼c 24 cm.
500 ▼a Conference held 10/21-22/88.
504 ▼a Includes bibliographical references.
650 0 ▼a Stocks ▼x Prices ▼z United States ▼x Mathematical models ▼x Congresses.
700 1 0 ▼a Dwyer, Gerald P.
700 1 0 ▼a Hafer, R. W. ▼q (Rik W.).

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.63 E19 Accession No. 412916043 Availability Available Due Date Make a Reservation Service B M

Contents information

Table of Contents

1 Introduction.- 2 Bubbles and Stock-Price Volatility.- 3 Do Fundamentals, Bubbles, or Neither Explain Stock Prices? Some International Evidence.- 4 Economic and Financial Data as Nonlinear Processes.- 5 Statistical Analysis of Price and Basis Behavior: October 12-26, 1987, S&P 500 Futures and Cash.- 6 The Swiftness of Divine Retribution and Its Tendency to Mistake Its Target: An Analysis of the Brady Report.


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