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Chaos and order in the capital markets : a new view of cycles, prices, and market volatility

Peters, Edgar E. - 1991 - 1. [print.]

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Intermittierendes deterministisches Chaos als mögliche Erklärung für ein langes Gedächtnis in Finanzmarktdaten

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Multipower variation for Brownian semistationary processes

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Applications of agent-based models and nonlinear econometrics in finance

Demary, Markus - 2010

This dissertation contains applications of agent-based financial market models and nonlinear econometric methods in financial economics. The first part deals with the analysis of the effectiveness of currency transaction taxes within financial market models with traders with heterogeneous...

Persistent link: https://www.econbiz.de/10008664302