Fractal approaches for modeling financial assets and predicting crises

Inna Nekrasova (Southern Federal University, Russia), Oxana Karnaukhova (Southern Federal University, Russia) Bryan Christiansen (PryMarke, LLC, USA)

"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."

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Year of publication:	[2018]
Other Persons:	Nekrasova, Inna (ed.) ; Karnaukhova, Oxana (ed.) ; Christiansen, Bryan (ed.)
Publisher:	Hershey, PA, USA : Business Science Reference
Subject:	Chaostheorie \| Chaos theory \| Nichtlineare Dynamik \| Nonlinear dynamics \| Kapitalmarkttheorie \| Financial economics \| Prognoseverfahren \| Forecasting model \| Finanzkrise \| Financial crisis \| Finanzmarkt \| Financial market \| Aktienmarkt \| Stock market
Description of contents:	Table of Contents [gbv.de]
Published items:	13 hits in ECONIS - Online Catalogue of the ZBW

Extent:	xviii, 306 Seiten Illustrationen 29 cm
Series:	Advances in finance, accounting, and economics (AFAE) book series Premier reference source
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Sammelwerk ; Collection of articles of several authors
Language:	English
Notes:	Includes bibliographical references (pages 274-299) and index Enthält 13 Beiträge
ISBN:	978-1-5225-3767-0 ; 978-1-5225-3768-7
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011711416