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picture1_Dynamics Pdf 157976 | Jf1991


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File: Dynamics Pdf 157976 | Jf1991
Chaos and Nonlinear Dynamics: Application to Financial Markets by David A. Hsieh Fuqua School of Business Duke University Durham, NC 27706 October 1990 The author is grateful to comments from ...

icon picture PDF Filetype PDF | Posted on 19 Jan 2023 | 2 years ago

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...Chaos and nonlinear dynamics application to financial markets by david a hsieh fuqua school of business duke university durham nc october the author is grateful comments from workshop participants at emory federal reserve bank atlanta california berkeley they are not responsible for any errors introduction after stock market crash interest in especially deterministic chaotic has increased both press academic literature this come about because frequency large moves greater than would be expected under normal distribution there number possible explanations popular one that governed what exactly how it related does detect other movements prices purpose paper explore these issues process which looks random very good description its origins book james gleick entitled making new science also baumol benhabib gives survey economic models produce behavior interesting several reasons cycle two ways generate output fluctuations box jenkins times series economy stable equilibrium but constantly fa...
								

							

						
	
												
				
					
					
					
			
					
				
				
		
	

	
		





	

	
				

						

						
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Posted on: 19 Jan 2023 | 2 years ago
										
										
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