Peters, Edgar E.
Fractal market analysis : Applying Chaos Theory to Investment and Economics / Edgar E. Peters - 315 p. ; 22 cm.
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 --
0-471-58524-6
Topologia analitica
Fractales
514.74 / P483f
Fractal market analysis : Applying Chaos Theory to Investment and Economics / Edgar E. Peters - 315 p. ; 22 cm.
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 --
0-471-58524-6
Topologia analitica
Fractales
514.74 / P483f