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Fractal market analysis : Applying Chaos Theory to Investment and Economics / Edgar E. Peters

New York : Jhon Wiley & Sons, 1994 Description: 315 p. ; 22 cm.ISBN: 0-471-58524-6.Subject(s): Topologia analitica

DDC classification: 514.74 / P483f

Contents:

List(s) this item appears in: Matemática aplicada | Matemáticas actualizado | Bib. Programa Matemáticas

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Item type	Current location	Collection	Call number	Vol info	Copy number	Status	Notes	Date due	Barcode	Item holds
Libros	Biblioteca Central	FONDO BIBL	514.74 / P483f (Browse shelf)		1	Available	CO		8000004530

Total holds: 0

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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