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Fractal market analysis : applying chaos theory to investment and economics

Fractal market analysis : applying chaos theory to investment and economics (Loan 4 times)

Material type
단행본
Personal Author
Peters, Edgar E., 1952-
Title Statement
Fractal market analysis : applying chaos theory to investment and economics / Edgar E. Peters.
Publication, Distribution, etc
New York :   J. Wiley & Sons,   c1994.  
Physical Medium
xviii, 315 p. : ill. ; 24 cm.
Series Statement
Wiley finance editions.
ISBN
0471585246 (acid-free paper)
Bibliography, Etc. Note
Includes bibliographical references (p. 296-305) and index.
Subject Added Entry-Topical Term
Investments --Mathematics. Fractals. Chaotic behavior in systems.
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001 000000923789
005 19990121140841.0
008 930701s1994 nyua b 001 0 eng
010 ▼a 93028598
020 ▼a 0471585246 (acid-free paper)
040 ▼a DLC ▼c DLC ▼d DLC ▼d 244002
049 0 ▼l 151045975
050 0 0 ▼a HG4515.3 ▼b .P47 1994
082 0 0 ▼a 332.6/01/51474 ▼2 20
090 ▼a 332.601514 ▼b P481f
100 1 ▼a Peters, Edgar E., ▼d 1952-
245 1 0 ▼a Fractal market analysis : ▼b applying chaos theory to investment and economics / ▼c Edgar E. Peters.
260 ▼a New York : ▼b J. Wiley & Sons, ▼c c1994.
300 ▼a xviii, 315 p. : ▼b ill. ; ▼c 24 cm.
440 0 ▼a Wiley finance editions.
504 ▼a Includes bibliographical references (p. 296-305) and index.
650 0 ▼a Investments ▼x Mathematics.
650 0 ▼a Fractals.
650 0 ▼a Chaotic behavior in systems.
740 0 ▼a Chaos theory.

Holdings Information

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Sejong Academic Information Center/Social Science/ Call Number 332.601514 P481f Accession No. 151045975 Availability Available Due Date Make a Reservation Service C M

Contents information

Table of Contents

FRACTAL TIME SERIES.

Failure of the Gaussian Hypothesis.

A Fractal Market Hypothesis.

FRACTAL (R/S) ANALYSIS.

Measuring Memory--The Hurst Process and R/S Analysis.

Testing R/S Analysis.

Finding Cycles: Periodic and Nonperiodic.

APPLYING FRACTAL ANALYSIS.

Case Study Methodology.

Dow Jones Industrials, 1888-1990: An Ideal Data Set.

S&P 500 Tick Data, 1989-1992: Problems with Oversampling.

Volatility: A Study in Antipersistence.

Problems with Undersampling: Gold and U.K.

Inflation.

Currencies: A True Hurst Process.

FRACTAL NOISE.

Fractional Noise and R/S Analysis.

Fractal Statistics.

Applying Fractal Statistics.

NOISY CHAOS.

Noisy Chaos and R/S Analysis.

Fractal Statistics, Noisy Chaos, and the FMH.

Understanding Markets.

Appendices.

Bibliography.

Glossary.

Index.


Information Provided By: : Aladin

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