Nonlinear dynamics, chaos and instability: statistical theory and economic evidence

Auteur :
Brock, William A.
Éditeur :
Brock, William A.etc.,Hsieh, David A.,LeBaron, Blake,
ISBN :
9780262023290
Date de publication :
13 déc. 1991
Dimensions :
23,1 x 15,7 x 2,8 cm
Poids :
703 g
Langue :
Anglais
Pays d'origine :
USA
Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange.