Deterministic Chaos In The Foreign Exchange Market
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Deterministic Chaos In The Foreign Exchange Market
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Author : Paul De Grauwe
language : en
Publisher:
Release Date : 1990
Deterministic Chaos In The Foreign Exchange Market written by Paul De Grauwe and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1990 with Chaotic behavior in systems categories.
Foreign Exchange Market Behavior Expectations And Chaos
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Author : Per Leander
language : en
Publisher:
Release Date : 1996
Foreign Exchange Market Behavior Expectations And Chaos written by Per Leander and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with Foreign exchange categories.
Dance Of Chaos
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Author : Marites A. Khanser
language : en
Publisher:
Release Date : 1999
Dance Of Chaos written by Marites A. Khanser and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Chaotic behavior in systems categories.
Chaos Nonlinear Dynamics In The Financial Markets
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Author : Robert R. Trippi
language : en
Publisher: Robert Trippi
Release Date : 1995
Chaos Nonlinear Dynamics In The Financial Markets written by Robert R. Trippi and has been published by Robert Trippi this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with Business & Economics categories.
Computer disk illustrates behavior of several of the chaotic processes discussed in text. Assists the user in viewing the change in a system from unstable to stable states.
Exchange Rate Theory
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Author : Paul de Grauwe
language : en
Publisher: Wiley-Blackwell
Release Date : 1993-01-01
Exchange Rate Theory written by Paul de Grauwe and has been published by Wiley-Blackwell this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993-01-01 with Business & Economics categories.
"Exchange Rate Theory presents a novel and elegant theory to explain the excessive variability of foreign exchange rate returns. The theory is novel in the sense that it focuses on interaction between market agents as the primary source of the variability in those speculative prices. It is shown that simple interactions between market participants using different information is sufficient to generate deterministic chaos." "In the first part of this book the authors survey existing exchange rate theories and ask whether these theories are useful in explaining actual exchange rate movements. They demonstrate that the 1970s were characterized by the belief that exchange rates could be understood by an analysis of the fundamentals (inflation rates, interest rates and monetary policy). Subsequently, this belief has all but disappeared but researchers have been content to analyze the statistical properties of exchange rates, abandoning the theory and the models." "The second part of the book uses chaos theory to construct an innovative framework for the understanding of exchange markets. These models, which integrate fundamentalism and chartism, create complex exchange rate movements which appear to be random. These models are used to explain several of the anomalies observed in exchange rate markets and to evaluate the possibility of exchange rate prediction."--BOOK JACKET.Title Summary field provided by Blackwell North America, Inc. All Rights Reserved
Profiting From Chaos
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Author : Tonis Vaga
language : en
Publisher: Tonis Vaga
Release Date : 1994
Profiting From Chaos written by Tonis Vaga and has been published by Tonis Vaga this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Business & Economics categories.
Finally, a book that not only explains the relationship between investing and chaos theory--the cutting-edge dicipline that Business Week says will "revitalize the money-management industry"--but also shows readers how to use the theory to master the financial markets. Illustrated.
Testing For Nonlinearity And Deterministic Chaos In Stock Market Data Results For Monthly Topix Time Series
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Author : National University of Singapore. Dept. of Information Systems and Computer Science
language : en
Publisher:
Release Date : 1994
Testing For Nonlinearity And Deterministic Chaos In Stock Market Data Results For Monthly Topix Time Series written by National University of Singapore. Dept. of Information Systems and Computer Science and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Chaotic behavior in systems categories.
Abstract: "It has been widely recognized that the randomness of a stock market may actually be an indicator of an underlying strange attractor which has a fractal structure and supports chaotic motion. The application of nonlinear methods to such financial data may indicate the presence of nonlinearities and low-dimensional chaos. These methods include rescaled range (R/S) analysis, correlation dimension calculation and estimation of Lyapunov exponents. This study presents a preliminary analysis of these tests when applied to the monthly TOPIX data of the Tokyo Stock Exchange. Although there are a number of limitations for applied nonlinear methods such as the presence of noise and limited data size, the results indicate the presence of nonlinearities and the long memory effect in the observed data set. In order to complement these methods, neural networks are used for nonlinear modeling and prediction of the TOPIX data. The results can serve as an additional evidence of a deterministic system by giving accuracy estimates for short-term prediction."
The Japanese Foreign Exchange Market
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Author : Beate Reszat
language : en
Publisher: Routledge
Release Date : 2002-04-12
The Japanese Foreign Exchange Market written by Beate Reszat and has been published by Routledge this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-04-12 with Business & Economics categories.
In recent years, Japan's financial market has seen dramatic changes, in particular the explosive growth of currency trading and the increasing international role of the yen. This book gives a comprehensive overview of this activity. This work is the first non-Japanese language title to examine the prolific rise of Japan's foreign currency exchange market, its idiosyncracies, and its future role in the global economy. It is vital reading for economists and students of Japan-related subjects.
Deterministic Chaos In Exchange Rates
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Author : Mikael Bask
language : en
Publisher:
Release Date : 1997
Deterministic Chaos In Exchange Rates written by Mikael Bask and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1997 with categories.
Intradaily Exchange Rate Movements
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Author : Dominique M. Guillaume
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Intradaily Exchange Rate Movements written by Dominique M. Guillaume and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Business & Economics categories.
In the late 1980s, as the empirical appeal of macro-economic exchange rate models began to fade, a few people including Professor Charles Goodhart at the London School of Economics and researchers at Olsen & Associates in Zurich, started to collect intra-daily exchange rate data. The resulting database provides new insight into the foreign exchange markets and thereby opens up previously unexplored avenues of research. Intra-Daily Exchange Rate Movements presents an extensive study of the Olsen & Associates database and is one of the first monographs in this exciting new area. This book aims to provide a systematic study of the characteristics of intra-daily exchange rate data as well as an empirical investigation into different approaches of modelling the exchange rate movements. First, the author describes empirical insights, which range from the distributional issues of exchange rate data to the impact of macroeconomic fundamentals and institutional characteristics. This leads to a survey of the main stylized facts. Using the O&A database, Guillaume then presents a systematic investigation of the empirical performance of three broad categories of models: macro-economic models using an extension of chaos theory, stochastic models including the GARCH and time-deformation models, and technical analysis. The book shows how these approaches can be used to model intra-daily exchange rate movements and highlights some of the pitfalls inherent in such an exercise. In an area where literature remains controversial, this book hopes to trigger further inquiries into the suitability of these different approaches to modelling.