Fractal market analysis : Applying Chaos Theory to Investment and Economics / Edgar E. Peters
By: Peters, Edgar E.
New York : Jhon Wiley & Sons, 1994 Description: 315 p. ; 22 cm.ISBN: 0-471-58524-6.Subject(s): Topologia analitica | FractalesDDC classification: 514.74 / P483fItem type | Current location | Collection | Call number | Vol info | Copy number | Status | Notes | Date due | Barcode | Item holds |
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Libros | Biblioteca Central | FONDO BIBL | 514.74 / P483f (Browse shelf) | 1 | Available | CO | 8000004530 |
Fractal time series -- Introduction to Fractall 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 Statics -- Applying Fractal Statistics -- Noisy Chaos -- Noisy Chaos and R/S Analysis -- Fractal
Statistics, Noisy Chaos, and the FMH -- Understanding Markets --
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