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...
Gespeichert in:
| Weitere Verfasser: | , , |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hershey, Pennsylvania (701 E. Chocolate Avenue, Hershey, Pennsylvania, 17033, USA) :
IGI Global,
[2017]
|
| Schlagworte: | |
| Online-Zugang: | 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: | 21 PDFs (xviii, 306 pages) Also available in print. |
| Format: | Mode of access: World Wide Web. |
| Bibliographie: | Includes bibliographical references and index. |
| ISBN: | 9781522537687 |
| Zugangseinschränkungen: | Restricted to subscribers or individual electronic text purchasers. |
Internformat
MARC
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| 082 | 7 | |a 332.01/51472 |2 23 | |
| 245 | 0 | 0 | |a Fractal approaches for modeling financial assets and predicting crises |c Inna Nekrasova, Oxana Karnaukhova and Bryan Christiansen, editors. |
| 264 | 1 | |a Hershey, Pennsylvania (701 E. Chocolate Avenue, Hershey, Pennsylvania, 17033, USA) : |b IGI Global, |c [2017] | |
| 300 | |a 21 PDFs (xviii, 306 pages) | ||
| 336 | |a text |2 rdacontent | ||
| 337 | |a electronic |2 isbdmedia | ||
| 338 | |a online resource |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Chapter 1. An econophysics approach to introduction uncertainty in dynamics of complex market structural models -- Chapter 2. Fractal properties of financial assets and forcasting financial crisis -- Chapter 3. On the impact of Long memory on market risk: pre- and post-crisis evidences Long memory and stock market risk -- Chapter 4. Predicting financial crises in a globalized world: the case of the Turkish banking sector -- Chapter 5. Global crisis and financial distress likelihood of SMEs: some evidence from panel data regression -- Chapter 6. The effects of behavioral factors on the creditworthiness of small-scale enterprises -- Chapter 7. Modeling the impact of crises on evolution of pension systems -- Chapter 8. Financial and economic security of BRICS countries -- Chapter 9. The use of fractal analysis in assessing the reliability of taxpayers information -- Chapter 10. Applying neural networks for modeling of financial assets -- Chapter 11. Neuro-linguistic-programming-based modeling of stock markets -- Chapter 12. Volatility spillover between developed and developing markets during crisis period -- Chapter 13. Riesz potential in generalized h{umlaut}older spaces. | |
| 506 | |a Restricted to subscribers or individual electronic text purchasers. | ||
| 520 | 3 | |a "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"-- |c Provided by publisher. | |
| 530 | |a Also available in print. | ||
| 538 | |a Mode of access: World Wide Web. | ||
| 588 | |a Description based on title screen (IGI Global, viewed 02/21/2018). | ||
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a Fractals. | |
| 700 | 1 | |a Christiansen, Bryan, |e editor. | |
| 700 | 1 | |a Karnaukhova, Oxana, |e editor. | |
| 700 | 1 | |a Nekrasova, Inna |d 1962- |e editor. | |
| 710 | 2 | |a IGI Global, |e publisher. | |
| 776 | 0 | |c (Original) |w (DLC)2017022431 | |
| 776 | 0 | 8 | |i Print version: |z 1522537678 |z 9781522537670 |w (DLC) 2017022431 |
| 856 | 4 | 0 | |l FWS01 |p ZDB-98-IGB |q FWS_PDA_IGB |u http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-3767-0 |3 Volltext |
| 912 | |a ZDB-98-IGB | ||
| 049 | |a DE-863 | ||
Datensatz im Suchindex
| DE-BY-FWS_katkey | ZDB-98-IGB-00181509 |
|---|---|
| _version_ | 1816797079248306176 |
| adam_text | |
| any_adam_object | |
| author2 | Christiansen, Bryan Karnaukhova, Oxana Nekrasova, Inna 1962- |
| author2_role | edt edt edt |
| author2_variant | b c bc o k ok i n in |
| author_facet | Christiansen, Bryan Karnaukhova, Oxana Nekrasova, Inna 1962- |
| building | Verbundindex |
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| collection | ZDB-98-IGB |
| contents | Chapter 1. An econophysics approach to introduction uncertainty in dynamics of complex market structural models -- Chapter 2. Fractal properties of financial assets and forcasting financial crisis -- Chapter 3. On the impact of Long memory on market risk: pre- and post-crisis evidences Long memory and stock market risk -- Chapter 4. Predicting financial crises in a globalized world: the case of the Turkish banking sector -- Chapter 5. Global crisis and financial distress likelihood of SMEs: some evidence from panel data regression -- Chapter 6. The effects of behavioral factors on the creditworthiness of small-scale enterprises -- Chapter 7. Modeling the impact of crises on evolution of pension systems -- Chapter 8. Financial and economic security of BRICS countries -- Chapter 9. The use of fractal analysis in assessing the reliability of taxpayers information -- Chapter 10. Applying neural networks for modeling of financial assets -- Chapter 11. Neuro-linguistic-programming-based modeling of stock markets -- Chapter 12. Volatility spillover between developed and developing markets during crisis period -- Chapter 13. Riesz potential in generalized h{umlaut}older spaces. |
| ctrlnum | (CaBNVSL)slc19869571 (OCoLC)1025233325 |
| dewey-full | 332.01/51472 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01/51472 |
| dewey-search | 332.01/51472 |
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| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | ZDB-98-IGB-00181509 |
| illustrated | Not Illustrated |
| indexdate | 2024-11-26T14:51:52Z |
| institution | BVB |
| isbn | 9781522537687 |
| language | English |
| oclc_num | 1025233325 |
| open_access_boolean | |
| owner | DE-863 DE-BY-FWS |
| owner_facet | DE-863 DE-BY-FWS |
| physical | 21 PDFs (xviii, 306 pages) Also available in print. |
| psigel | ZDB-98-IGB |
| publishDate | 2017 |
| publishDateSearch | 2018 |
| publishDateSort | 2018 |
| publisher | IGI Global, |
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| spelling | Fractal approaches for modeling financial assets and predicting crises Inna Nekrasova, Oxana Karnaukhova and Bryan Christiansen, editors. Hershey, Pennsylvania (701 E. Chocolate Avenue, Hershey, Pennsylvania, 17033, USA) : IGI Global, [2017] 21 PDFs (xviii, 306 pages) text rdacontent electronic isbdmedia online resource rdacarrier Includes bibliographical references and index. Chapter 1. An econophysics approach to introduction uncertainty in dynamics of complex market structural models -- Chapter 2. Fractal properties of financial assets and forcasting financial crisis -- Chapter 3. On the impact of Long memory on market risk: pre- and post-crisis evidences Long memory and stock market risk -- Chapter 4. Predicting financial crises in a globalized world: the case of the Turkish banking sector -- Chapter 5. Global crisis and financial distress likelihood of SMEs: some evidence from panel data regression -- Chapter 6. The effects of behavioral factors on the creditworthiness of small-scale enterprises -- Chapter 7. Modeling the impact of crises on evolution of pension systems -- Chapter 8. Financial and economic security of BRICS countries -- Chapter 9. The use of fractal analysis in assessing the reliability of taxpayers information -- Chapter 10. Applying neural networks for modeling of financial assets -- Chapter 11. Neuro-linguistic-programming-based modeling of stock markets -- Chapter 12. Volatility spillover between developed and developing markets during crisis period -- Chapter 13. Riesz potential in generalized h{umlaut}older spaces. Restricted to subscribers or individual electronic text purchasers. "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"-- Provided by publisher. Also available in print. Mode of access: World Wide Web. Description based on title screen (IGI Global, viewed 02/21/2018). Finance Mathematical models. Fractals. Christiansen, Bryan, editor. Karnaukhova, Oxana, editor. Nekrasova, Inna 1962- editor. IGI Global, publisher. (Original) (DLC)2017022431 Print version: 1522537678 9781522537670 (DLC) 2017022431 FWS01 ZDB-98-IGB FWS_PDA_IGB http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-3767-0 Volltext |
| spellingShingle | Fractal approaches for modeling financial assets and predicting crises Chapter 1. An econophysics approach to introduction uncertainty in dynamics of complex market structural models -- Chapter 2. Fractal properties of financial assets and forcasting financial crisis -- Chapter 3. On the impact of Long memory on market risk: pre- and post-crisis evidences Long memory and stock market risk -- Chapter 4. Predicting financial crises in a globalized world: the case of the Turkish banking sector -- Chapter 5. Global crisis and financial distress likelihood of SMEs: some evidence from panel data regression -- Chapter 6. The effects of behavioral factors on the creditworthiness of small-scale enterprises -- Chapter 7. Modeling the impact of crises on evolution of pension systems -- Chapter 8. Financial and economic security of BRICS countries -- Chapter 9. The use of fractal analysis in assessing the reliability of taxpayers information -- Chapter 10. Applying neural networks for modeling of financial assets -- Chapter 11. Neuro-linguistic-programming-based modeling of stock markets -- Chapter 12. Volatility spillover between developed and developing markets during crisis period -- Chapter 13. Riesz potential in generalized h{umlaut}older spaces. Finance Mathematical models. Fractals. |
| title | Fractal approaches for modeling financial assets and predicting crises |
| title_auth | Fractal approaches for modeling financial assets and predicting crises |
| title_exact_search | Fractal approaches for modeling financial assets and predicting crises |
| title_full | Fractal approaches for modeling financial assets and predicting crises Inna Nekrasova, Oxana Karnaukhova and Bryan Christiansen, editors. |
| title_fullStr | Fractal approaches for modeling financial assets and predicting crises Inna Nekrasova, Oxana Karnaukhova and Bryan Christiansen, editors. |
| title_full_unstemmed | Fractal approaches for modeling financial assets and predicting crises Inna Nekrasova, Oxana Karnaukhova and Bryan Christiansen, editors. |
| title_short | Fractal approaches for modeling financial assets and predicting crises |
| title_sort | fractal approaches for modeling financial assets and predicting crises |
| topic | Finance Mathematical models. Fractals. |
| topic_facet | Finance Mathematical models. Fractals. |
| url | http://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/978-1-5225-3767-0 |
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