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), editors

"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 : IGI Global
Subject:	Theorie \| Theory \| Prognoseverfahren \| Forecasting model \| Finanzkrise \| Financial crisis \| Finanzmarkt \| Financial market \| Stochastischer Prozess \| Stochastic process

Extent:	1 Online-Ressource (xviii, 306 Seiten)
Series:	Advances in finance, accounting, and economics (AFAE) book series
Type of publication:	Book / Working Paper
Language:	English
Notes:	Includes bibliographical references and index Restricted to subscribers or individual electronic text purchasers
ISBN:	978-1-5225-3768-7 ; 1-5225-3767-8 ; 978-1-5225-3767-0
Other identifiers:	10.4018/978-1-5225-3767-0 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012393133