Visualization of Chaos for Finance Majors
AbstractEfforts to simulate turbulence in the financial markets include experiments with the logistic equation: x(t)=kappa x(t-1)[1-x(t-1)], with 0
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Bibliographic InfoPaper provided by EconWPA in its series Finance with number 0409035.
Date of creation: 13 Sep 2004
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Logistic Equation; Visualization; Strange Attractor; Chaos; Hurst Exponent;
Other versions of this item:
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
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"Efecto Fin De Semana Y Fin De Mes En El Mercado Bursatil Chileno
[Effect Weekend And Effect Month End In The Chilean Stock Market]," MPRA Paper 3252, University Library of Munich, Germany.
- Dominique, C-Rene & Rivera-Solis, Luis Eduardo, 2012. "Short-term Dependence in Time Series as an Index of Complexity: Example from the S&P-500 Index," MPRA Paper 41408, University Library of Munich, Germany.
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