Nonlinear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence
- ISBN-10
- 0262023296
- ISBN-13
- 9780262023290
- Category
- Business & Economics
- Pages
- 328
- Language
- English
- Published
- 1991
- Publisher
- MIT Press
- Authors
- William A. Brock, David Arthur Hsieh, Blake Dean LeBaron
Description
Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied tosuch areas of economics and finance as the changing structure of stock returns and nonlinearity inforeign exchange.
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