Modelling and Forecasting Financial Data
Subtitle: Techniques of Nonlinear Dynamics (Studies in Computational Finance, Volume 2) (Studies in Computational Finance)
Contributors: Abdol S. Soofi (Editor); Liangyue Cao (Editor)
Edition: 1st edition
Publisher: Springer
Published: March 1, 2002
Language: eng
Format: Hardcover
Number of pages: 520
ISBN-13: 9780792376804
Subjects: Econometrics; Finance; Economics - General; Economic Forecasting; Mathematical Economics; Business & Economics; Business / Economics / Finance; Business/Economics; General; Accounting - General; Business & Economics / Econometrics
First sentence: Seminal work of Prigogine (Nicolis and Prigogine, 1977) and Haken (1983) has lead to the realization that large classes of systems may exhibit abrupt transitions, hysteresis, spatio-temporal structures or deterministic chaos.