Includes bibliographical references (p. 223-229) and index.
Contents
Random walks and efficient markets -- The failure of the linear paradigm -- Markets and chaos : chance and necessity -- Introduction to fractals -- The fractal dimension -- Fractal time series : biased random walks -- R/S analysis of the capital markets -- Fractal statistics --Fractals and chaos -- Introduction to nonlinear dynamic systems --Dynamical analysis of time series -- Dynamical analysis of the capital markets -- Two new approaches -- What lies ahead : toward a more general approach.
