Testing For Non Linearity In The Foreign Currency Futures Market
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| Author | : Christos H. Skiadas |
| Publisher | : CRC Press |
| Total Pages | : 921 |
| Release | : 2017-12-19 |
| Genre | : Mathematics |
| ISBN | : 1315356546 |
In addition to explaining and modeling unexplored phenomena in nature and society, chaos uses vital parts of nonlinear dynamical systems theory and established chaotic theory to open new frontiers and fields of study. Handbook of Applications of Chaos Theory covers the main parts of chaos theory along with various applications to diverse areas. Expert contributors from around the world show how chaos theory is used to model unexplored cases and stimulate new applications. Accessible to scientists, engineers, and practitioners in a variety of fields, the book discusses the intermittency route to chaos, evolutionary dynamics and deterministic chaos, and the transition to phase synchronization chaos. It presents important contributions on strange attractors, self-exciting and hidden attractors, stability theory, Lyapunov exponents, and chaotic analysis. It explores the state of the art of chaos in plasma physics, plasma harmonics, and overtone coupling. It also describes flows and turbulence, chaotic interference versus decoherence, and an application of microwave networks to the simulation of quantum graphs. The book proceeds to give a detailed presentation of the chaotic, rogue, and noisy optical dissipative solitons; parhelic-like circle and chaotic light scattering; and interesting forms of the hyperbolic prism, the Poincaré disc, and foams. It also covers numerous application areas, from the analysis of blood pressure data and clinical digital pathology to chaotic pattern recognition to economics to musical arts and research.
| Author | : Leighton Vaughan Williams |
| Publisher | : Cambridge University Press |
| Total Pages | : 412 |
| Release | : 2005-09-29 |
| Genre | : Business & Economics |
| ISBN | : 1139445405 |
The degree to which markets incorporate information is one of the most important questions facing economists today. This book provides a fascinating study of the existence and extent of information efficiency in financial markets, with a special focus on betting markets. Betting markets are selected for study because they incorporate features highly appropriate to a study of information efficiency, in particular the fact that each bet has a well-defined end point at which its value becomes certain. Using international examples, this book reviews and analyses the issue of information efficiency in both financial and betting markets. Part I is an extensive survey of the existing literature, while Part II presents a range of readings by leading academics. Insights gained from the book will interest students of financial economics, financial market analysts, mathematicians and statisticians, and all those with a special interest in finance or gambling.
| Author | : Barry Goss |
| Publisher | : Routledge |
| Total Pages | : 190 |
| Release | : 2013-05-13 |
| Genre | : Business & Economics |
| ISBN | : 1135639434 |
This volume presents an entirely new analysis of the economics of futures markets, that will be of interest to both specialists in the area and the generalist economist seeking a new perspective. Through a combination of theoretical investigation and empirical application, three important themes are explored: the gains from futures trading and the efforts of emerging markets to reap these benefits; rationality and rival hypotheses of trader behaviour, such as noise trading; and the effect of regulatory tools on price formation.
| Author | : Midwest Finance Association |
| Publisher | : |
| Total Pages | : 378 |
| Release | : 1992 |
| Genre | : Banks and banking |
| ISBN | : |
Includes selected papers presented at its annual meeting.
| Author | : Barry Goss |
| Publisher | : Routledge |
| Total Pages | : 252 |
| Release | : 2005-10-09 |
| Genre | : Business & Economics |
| ISBN | : 113497521X |
Do traders in futures markets make use of all relevant information and is this reflected in prices? This collection of original essays by a team of international economists considers these and other questions central to futures markets.
| Author | : Mehmet Terzioğlu |
| Publisher | : BoD – Books on Demand |
| Total Pages | : 339 |
| Release | : 2021-03-17 |
| Genre | : Business & Economics |
| ISBN | : 1839624868 |
The importance of experimental economics and econometric methods increases with each passing day as data quality and software performance develops. New econometric models are developed by diverging from earlier cliché econometric models with the emergence of specialized fields of study. This book, which is expected to be an extensive and useful reference by bringing together some of the latest developments in the field of econometrics, also contains quantitative examples and problem sets. We thank all the authors who contributed to this book with their studies that provide extensive and accessible explanations of the existing econometric methods.
| Author | : Guangxi Cao |
| Publisher | : Springer |
| Total Pages | : 258 |
| Release | : 2018-02-18 |
| Genre | : Business & Economics |
| ISBN | : 9811079161 |
This book collects high-quality papers on the latest fundamental advances in the state of Econophysics and Management Science, providing insights that address problems concerning the international economy, social development and economic security. This book applies the multi-fractal detrended class method, and improves the method with different filters. The authors apply those methods to a variety of areas: financial markets, energy markets, gold market and so on. This book is arguably a systematic research and summary of various kinds of multi-fractal detrended methods. Furthermore, it puts forward some investment suggestions on a healthy development of financial markets.
| Author | : Laura E. Kodres |
| Publisher | : |
| Total Pages | : 44 |
| Release | : 1991 |
| Genre | : Foreign exchange futures |
| ISBN | : |
| Author | : International Monetary Fund. Research Dept. |
| Publisher | : International Monetary Fund |
| Total Pages | : 224 |
| Release | : 2004-07-29 |
| Genre | : Business & Economics |
| ISBN | : 9781589063235 |
This second issue for 2004 contains 8 new papers, including notable contributions from: Nancy Brune, Geoffrey Garrett, and Bruce Kogut on the global spread of privatization; and Mark P. Taylor and Elena T. Branson on asymmetric arbitrage and default premiums in the U.S. and Russian markets. Other papers in the issue look at German wage structures, contagion in equity markets, export orientation and productivity in Sub-Saharan Africa, the role of higher vs. basic education in economic development, and issues related to capital account liberalization.
| Author | : International Monetary Fund. Research Dept. |
| Publisher | : International Monetary Fund |
| Total Pages | : 168 |
| Release | : 1998-01-01 |
| Genre | : Business & Economics |
| ISBN | : 1451973608 |
This paper presents international evidence on the determinants of trade dynamics. It provides some new empirical perspectives on the relationship between international trade and macroeconomic fluctuations in industrial economies. A comprehensive set of stylized facts concerning fluctuations in trade variables and their determinants is presented. A measure of the quantitative importance of international trade for the propagation of domestic business cycles is then constructed, focusing on the role of external trade as a catalyst for cyclical recoveries.
