Fractal approaches for modeling financial assets and predicting crises:

"This book explores fractal structure and long-term memory of the financial markets to predict prices of financial assets and financial crisis. It identifies the criteria to select financial assets for investment and the creation of a randomized algorithm of R/S-analysis, which allows to give a...

Ausführliche Beschreibung

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Bibliographische Detailangaben
Weitere Verfasser: Nekrasova, Inna 1962- (HerausgeberIn), Karnaukhova, Oxana (HerausgeberIn), Christiansen, Bryan 1960- (HerausgeberIn)
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Hershey PA, USA IGI Global, Disseminator of Knowledge [2018]
Schriftenreihe:Advances in finance, accounting, and economics (AFAE) book series
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Online-Zugang:DE-1050
DE-1049
DE-706
DE-20
DE-898
DE-91
DE-573
DE-83
Volltext
Zusammenfassung:"This book explores fractal structure and long-term memory of the financial markets to predict prices of financial assets and financial crisis. It identifies the criteria to select financial assets for investment and the creation of a randomized algorithm of R/S-analysis, which allows to give a more accurate assessment of the fractal dimension in the financial markets"...
Beschreibung:1 Online-Ressource (xviii, 306 Seiten)
ISBN:9781522537687
DOI:10.4018/978-1-5225-3767-0

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