منابع مشابه
Martingales, nonlinearity, and chaos
In this article we provide a review of the literature with respect to the e$cient markets hypothesis and chaos. In doing so, we contrast the martingale behavior of asset prices to nonlinear chaotic dynamics, discuss some recent techniques used in distinguishing between probabilistic and deterministic behavior in asset prices, and report some evidence. Moreover, we look at the controversies that...
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Historically, both experimental and theoretical ecologists have sought to emulate the development of early theory in the physical sciences: the ideal that a few simple equations may accurately predict the complex movement of celestial bodies or interactions among molecules in mixing gasses. In the environmental sciences, such simple clockworks have rarely been found, and rather than predictable...
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ژورنال
عنوان ژورنال: Journal of Economic Dynamics and Control
سال: 2000
ISSN: 0165-1889
DOI: 10.1016/s0165-1889(99)00023-8