Patterns of speculation: A study in observational...

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Patterns of speculation: A study in...

Patterns of speculation: A study in observational econophysics

Name: Patterns of speculation: A study in observational econophysics
ISBN: 9780521802635

Bertrand M. Roehner

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The main objective of this book is to show that behind the bewildering diversity of historical speculative episodes, it is possible to find hidden regularities. Speculative bubbles require the study of various episodes in order for a comparative perspective to be obtained and the analysis developed in this book follows a few simple but unconventional ideas. To that end, the author demonstrates how some of the basic concepts of dynamical system theory, such as the notions of impulse response, reaction times and frequency analysis, play an instrumental role in describing and predicting speculative behavior.

類別:

Mathematics

年:

2002

版本:

出版商:

Cambridge University Press

語言:

english

頁數:

250

ISBN 10: