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Scientific Review of the Financial Market

In: Mathematical Techniques In Financial Market Trading

Author

Listed:
  • Don K. Mak

    (Federal Government Research Laboratories, Canada)

Abstract

The following sections are included:EconophysicsLog-Normal Distribution of Stock Market DataLevy DistributionTsallis EntropyNon-Randomness of the MarketRandom Walk Hypothesis and Efficient Market HypothesisVariance-Ratio TestLong-Range Dependence?Varying Non-RandomnessFinancial Market CrashLog-Periodicity Phenomenological ModelOmori Law

Suggested Citation

  • Don K. Mak, 2006. "Scientific Review of the Financial Market," World Scientific Book Chapters, in: Mathematical Techniques In Financial Market Trading, chapter 2, pages 3-12, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812774064_0002
    as

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