Book contents
- Frontmatter
- Contents
- Preface
- 1 The moving target
- 2 Neo-classical economic theory
- 3 Probability and stochastic processes
- 4 Scaling the ivory tower of finance
- 5 Standard betting procedures in portfolio selection theory
- 6 Dynamics of financial markets, volatility, and option pricing
- 7 Thermodynamic analogies vs instability of markets
- 8 Scaling, correlations, and cascades in finance and turbulence
- 9 What is complexity?
- References
- Index
8 - Scaling, correlations, and cascades in finance and turbulence
Published online by Cambridge University Press: 31 October 2009
- Frontmatter
- Contents
- Preface
- 1 The moving target
- 2 Neo-classical economic theory
- 3 Probability and stochastic processes
- 4 Scaling the ivory tower of finance
- 5 Standard betting procedures in portfolio selection theory
- 6 Dynamics of financial markets, volatility, and option pricing
- 7 Thermodynamic analogies vs instability of markets
- 8 Scaling, correlations, and cascades in finance and turbulence
- 9 What is complexity?
- References
- Index
Summary
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- Type
- Chapter
- Information
- Dynamics of MarketsEconophysics and Finance, pp. 161 - 184Publisher: Cambridge University PressPrint publication year: 2004