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Published by VDM Verlag Dr. Müller, 2008
ISBN 10: 3836487144ISBN 13: 9783836487146
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Book
Condition: New.
Published by VDM Verlag Dr. Müller, 2008
ISBN 10: 3836487144ISBN 13: 9783836487146
Seller: PBShop.store US, Wood Dale, IL, U.S.A.
Book Print on Demand
PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Published by VDM Verlag Dr. Mueller e.K., 2008
ISBN 10: 3836487144ISBN 13: 9783836487146
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Book Print on Demand
Condition: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Published by VDM Verlag Dr. Mueller e.K. 2008-04, 2008
ISBN 10: 3836487144ISBN 13: 9783836487146
Seller: Chiron Media, Wallingford, United Kingdom
Book
PF. Condition: New.
Published by VDM Verlag Dr. Müller E.K. VDM Verlag Dr. Müller, 2008
ISBN 10: 3836487144ISBN 13: 9783836487146
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Book Print on Demand
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book first critisizes standard financial theory.The focus will be on return distributions, the efficient market hypothesis and the independence of returns. Part two gives the intuition to look at markets in a different way. Namely the one proposed by Benoit Mandelbrot who has shown that nature itself can often be described with fractals. In the folowing, the relationship between fractal power laws und scaling will be explained. The main part focuses on the estimation of the tail index as a scaling parameter with the help of three different techniques: 1. OLS regression on a log-log plot, 2. Hill estimator and 3. the alpha exponent within the stable distribution.The next section shows a different power law exponent and will be used to test for long-memory effects (i.e. nonperiodical cycles) in return distributions. This exponent is the well known Hurst exponenent and will be compared to Andrew Lo's test statistic. The last section concludes and emphasizes that we are far fromreturn predictabilty and should not try to explain marktet movements with fundamental'causes'. However, power laws provide a way to describe financial markets. 84 pp. Englisch.
Published by VDM Verlag Dr. Müller, 2008
ISBN 10: 3836487144ISBN 13: 9783836487146
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Book Print on Demand
PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Published by VDM Verlag Dr. Müller, VDM Verlag Dr. Müller E.K., 2008
ISBN 10: 3836487144ISBN 13: 9783836487146
Seller: AHA-BUCH GmbH, Einbeck, Germany
Book Print on Demand
Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book first critisizes standard financial theory.The focus will be on return distributions, the efficient market hypothesis and the independence of returns. Part two gives the intuition to look at markets in a different way. Namely the one proposed by Benoit Mandelbrot who has shown that nature itself can often be described with fractals. In the folowing, the relationship between fractal power laws und scaling will be explained. The main part focuses on the estimation of the tail index as a scaling parameter with the help of three different techniques: 1. OLS regression on a log-log plot, 2. Hill estimator and 3. the alpha exponent within the stable distribution.The next section shows a different power law exponent and will be used to test for long-memory effects (i.e. nonperiodical cycles) in return distributions. This exponent is the well known Hurst exponenent and will be compared to Andrew Lo's test statistic. The last section concludes and emphasizes that we are far fromreturn predictabilty and should not try to explain marktet movements with fundamental'causes'. However, power laws provide a way to describe financial markets.
Published by VDM Verlag Dr. Müller|VDM Verlag Dr. Müller e.K., 2014
ISBN 10: 3836487144ISBN 13: 9783836487146
Seller: moluna, Greven, Germany
Book Print on Demand
Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This book first critisizes standard financial theory.The focus will be on return distributions, the efficient market hypothesis and the independence of returns. Part two gives the intuition to look at markets in a different way. Namely the one proposed by B.
Published by VDM Verlag Dr. Müller, 2008
ISBN 10: 3836487144ISBN 13: 9783836487146
Seller: dsmbooks, Liverpool, United Kingdom
Book
Paperback. Condition: Like New. Like New. book.