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Understanding 9/11Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
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Includes bibliographical references (p. 223-229) and index
Random walks and efficient markets -- The failure of the linear paradigm -- Markets and chaos : chance and necessity -- Introduction to fractals -- The fractal dimension -- Fractal time series : biased random walks -- R/S analysis of the capital markets -- Fractal statistics -- Fractals and chaos -- Introduction to nonlinear dynamic systems -- Dynamical analysis of time series -- Dynamical analysis of the capital markets -- Two new approaches -- What lies ahead : toward a more general approach
Random walks and efficient markets -- The failure of the linear paradigm -- Markets and chaos : chance and necessity -- Introduction to fractals -- The fractal dimension -- Fractal time series : biased random walks -- R/S analysis of the capital markets -- Fractal statistics -- Fractals and chaos -- Introduction to nonlinear dynamic systems -- Dynamical analysis of time series -- Dynamical analysis of the capital markets -- Two new approaches -- What lies ahead : toward a more general approach
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