Articoli correlati a Nonlinear Dynamics, Chaos, and Instability: Statistical...
Sinossi
Chaos theory has touched on such fields as biology, cognitive science, and physics. By providing a unified and complete explanation of new statistical methods that are useful for testing for chaos in data sets, Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange. They use computer models extensively to illustrate their ideas and explain this frontier research at a level of rigor sufficient for others to build upon as well as to verify the soundness of their arguments.The authors, who have played a major role in developing basic testing methods that are effective in detecting chaos and other nonlinearities, provide a detailed exposition of empirical techniques for identifying evidence of chaos. They introduce and describe the BDS statistic, an easy-to-use test that detects the existence of potentially forecastable structure, nonstationarity, or hidden patterns in time-series data and that can be adapted to test for the adequacy of fit of forecasting models. An extensive performance evaluation of the BDS is included.Nonlinear Dynamics, Chaos, and Instability also reviews important issues in the theoretical economics literature on chaos and complex dynamics, surveys existing work on the detection of chaos and nonlinear structure, and develops models and processes to discover predictable sequencing in time-series data, such as stock returns, that currently appear random.William A. Brock is Vilas Research Professor of Economics and Blake LeBaron is Assistant Professor of Economics, both at the University of Wisconsin, Madison. David A. Hsieh is Professor of Business at the Fuqua School of Business, Duke University.
Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.
Product Description
Book by Brock William A Hsieh David A LeBaron Blake
Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.
- EditoreMit Pr
- Data di pubblicazione1991
- ISBN 10 0262023296
- ISBN 13 9780262023290
- RilegaturaCopertina rigida
- LinguaInglese
- Numero di pagine346
- Contatto del produttorenon disponibile
Compra nuovo
Visualizza questo articolo
EUR 62,03
EUR 25,97 per la spedizione da U.S.A. a Italia
Destinazione, tempi e costiRisultati della ricerca per Nonlinear Dynamics, Chaos, and Instability: Statistical...
Immagini fornite dal venditore
Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence.
Da: Antiquariat Bookfarm, Löbnitz, Germania
Valutazione del venditore 5 su 5 stelle
346 p. Ex-Library Book in good condition. 9780262023290 Sprache: Englisch Gewicht in Gramm: 725. Codice articolo 1460228
Quantità: 1 disponibili
Immagini fornite dal venditore
Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence
Da: books4less (Versandantiquariat Petra Gros GmbH & Co. KG), Welling, Germania
Valutazione del venditore 5 su 5 stelle
gebundene Ausgabe. Condizione: Gut. 328 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. Original-Schutzumschlag vorhanden (siehe Foto). Einband folienkaschiert. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 760. Codice articolo 2222867
Quantità: 1 disponibili
Foto dell'editore
Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence
Da: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.6. Codice articolo G0262023296I4N00
Quantità: 1 disponibili
Foto dell'editore
Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence
Da: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less 1.6. Codice articolo G0262023296I3N00
Quantità: 1 disponibili
Foto dell'editore
Nonlinear Dynamics, Chaos, and Instability : Statistical Theory and Economic Evidence
Da: Better World Books, Mishawaka, IN, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: Good. Former library book; may include library markings. Used book that is in clean, average condition without any missing pages. Codice articolo 4311699-6
Quantità: 1 disponibili
Foto dell'editore
Nonlinear Dynamics, Chaos, and Instability : Statistical Theory and Economic Evidence
Da: Better World Books, Mishawaka, IN, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: Very Good. Former library book; may include library markings. Used book that is in excellent condition. May show signs of wear or have minor defects. Codice articolo GRP65477415
Quantità: 1 disponibili
Immagini fornite dal venditore
Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence (1990)
Da: NEPO UG, Rüsselsheim am Main, Germania
Valutazione del venditore 5 su 5 stelle
Condizione: Gut. 346 Seiten ex Library Book / aus einer wissenschafltichen Bibliothek / Ohne Schutzumschlag Sprache: Englisch Gewicht in Gramm: 969 23,7 x 16,0 x 2,5 cm, Gebundene Ausgabe. Codice articolo 380203
Quantità: 1 disponibili
Foto dell'editore
Nonlinear dynamics, chaos, and instability : statistical theory and economic evidence. Ex-Library.
Editore:
MIT Press, Cambridge, Massachusetts, USA. & London., 1993
ISBN 10: 0262023296
ISBN 13: 9780262023290
Antico o usato
Rilegato
Da: Yushodo Co., Ltd., Fuefuki-shi, Yamanashi Pref., Giappone
Valutazione del venditore 5 su 5 stelle
Hardcover. Condizione: Good. No Jacket. xiv, 328 p. Codice articolo GU5917
Quantità: 1 disponibili
Foto dell'editore
Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence
Da: Midtown Scholar Bookstore, Harrisburg, PA, U.S.A.
Valutazione del venditore 5 su 5 stelle
hardcover. Condizione: Very Good. With very good dust jacket. Very Good hardcover with light shelfwear - NICE! Standard-sized. Codice articolo mon0000293143
Quantità: 1 disponibili
Immagini fornite dal venditore
Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence
Da: Solr Books, Lincolnwood, IL, U.S.A.
Valutazione del venditore 5 su 5 stelle
Condizione: very_good. This books is in Very good condition. There may be a few flaws like shelf wear and some light wear. Codice articolo BCV.0262023296.VG
Quantità: 1 disponibili