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Fractal Market Analysis Applying Chaos Theory to Investment and Economics

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ISBN-10: 0471585246

ISBN-13: 9780471585244

Edition: 1st 1993

Authors: Edgar E. Peters

List price: $115.00
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A leading pioneer in the field offers practical applications of this innovative science. Peters describes complex concepts in an easy-to-follow manner for the non-mathematician. He uses fractals, rescaled range analysis and nonlinear dynamical models to explain behavior and understand price movements. These are specific tools employed by chaos scientists to map and measure physical and now, economic phenomena.
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Book details

List price: $115.00
Edition: 1st
Copyright year: 1993
Publisher: John Wiley & Sons, Incorporated
Publication date: 1/26/1994
Binding: Hardcover
Pages: 336
Size: 6.20" wide x 9.59" long x 1.09" tall
Weight: 1.386
Language: English

Fractal 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
Currencies: A True Hurst Process
Fractal Noise
Fractional Noise and R/S Analysis
Fractal Statistics
Applying Fractal Statistics
Noisy Chaos
Noisy Chaos and R/S Analysis
Fractal Statistics, Noisy Chaos, and the FMH
Understanding Markets