-
1
-
-
42449156579
-
Generalised autoregressive conditional heteroscedasticity
-
Bollerslev, T. (1986), "Generalised autoregressive conditional heteroscedasticity", Journal of Econometrics, Vol. 3, pp. 307-27.
-
(1986)
Journal of Econometrics
, vol.3
, pp. 307-327
-
-
Bollerslev, T.1
-
2
-
-
0003460124
-
-
Cambridge University Press, New York, NY
-
Bouchaud, J.P. and Potters, M. (2000), Theory of Financial Risks: From Statistical Physics to Risk Management, Cambridge University Press, New York, NY.
-
(2000)
Theory of Financial Risks: From Statistical Physics to Risk Management
-
-
Bouchaud, J.P.1
Potters, M.2
-
3
-
-
0003621624
-
-
University of Wisconsin, Madison, WI, University of Houston, Houston, TX and Chicago, IL
-
Brock, W., Dechert, W. and Schinkman, J. (1987), "A test for independence based on the correlation dimension", University of Wisconsin, Madison, WI, University of Houston, Houston, TX and Chicago, IL.
-
(1987)
A Test for Independence Based on the Correlation Dimension
-
-
Brock, W.1
Dechert, W.2
Schinkman, J.3
-
4
-
-
0003566244
-
Non-linear dynamics
-
The MIT Press, Cambridge, MA
-
Brock, W.A., Hsieh, D.A. and LeBaron, B. (1991), Non-linear Dynamics, Chaos, and Instability: Statistical Theory and Economic Evidence, The MIT Press, Cambridge, MA.
-
(1991)
Chaos, and Instability: Statistical Theory and Economic Evidence
-
-
Brock, W.A.1
Hsieh, D.A.2
LeBaron, B.3
-
5
-
-
0003485656
-
-
Springer, New York, NY
-
Brockwell, P.J. and Davis, R.A. (1996), Introduction to Time Series and Forecasting, Springer, New York, NY.
-
(1996)
Introduction to Time Series and Forecasting
-
-
Brockwell, P.J.1
Davis, R.A.2
-
7
-
-
0003402343
-
-
Princeton University Press, Princeton, NJ, p. 279
-
Cramer, H. (1946), Mathematical Methods of Statistics, Princeton University Press, Princeton, NJ, p. 279.
-
(1946)
Mathematical Methods of Statistics
-
-
Cramer, H.1
-
9
-
-
0000051984
-
Autoregressive conditional heteroscedasticity with estimates of the variance of UK inflations
-
Engle, R. (1982), "Autoregressive conditional heteroscedasticity with estimates of the variance of UK inflations", Econometrica, Vol. 50, pp. 987-1007.
-
(1982)
Econometrica
, vol.50
, pp. 987-1007
-
-
Engle, R.1
-
10
-
-
0002528209
-
The behaviour of stock market prices
-
Fama, E.F. (1965), "The behaviour of stock market prices", The Journal of Business, Vol. 8 No. 1, pp. 34-105.
-
(1965)
The Journal of Business
, vol.8
, Issue.1
, pp. 34-105
-
-
Fama, E.F.1
-
11
-
-
0000480869
-
Efficient capital markets: A review of theory and empirical work
-
Fama, E.F. (1970), "Efficient capital markets: a review of theory and empirical work", Journal of Finance, Vol. 25, pp. 383-417.
-
(1970)
Journal of Finance
, vol.25
, pp. 383-417
-
-
Fama, E.F.1
-
12
-
-
84957234450
-
How random is a coin toss?
-
April
-
Ford, J. (1983), "How random is a coin toss?", Physics Today, April, pp. 40-7.
-
(1983)
Physics Today
, pp. 40-47
-
-
Ford, J.1
-
13
-
-
0003613929
-
-
Cambridge University Press, New York, NY
-
Franses, P.H. and Van Dijk, D. (2000), Non-linear Time Series Models in Empirical Finance, Cambridge University Press, New York, NY.
-
(2000)
Non-linear Time Series Models in Empirical Finance
-
-
Franses, P.H.1
Van Dijk, D.2
-
16
-
-
0003513648
-
-
Addison-Wesley, Cambridge, MA
-
Gnedenko, B.V. and Kolmogorof, A.N. (1954), Limit Distributions for Sums of Independent Random Variables, Addison-Wesley, Cambridge, MA.
-
(1954)
Limit Distributions for Sums of Independent Random Variables
-
-
Gnedenko, B.V.1
Kolmogorof, A.N.2
-
17
-
-
67650821396
-
Marine accident prevention: An evaluation of the ISM code by the fundamentals of the complexity theory
-
Goulielmos, A.M. and Giziakis, C.V. (2002), "Marine accident prevention: an evaluation of the ISM code by the fundamentals of the complexity theory", Disaster Prevention and Management: An International Journal, Vol. 11 No. 1, pp. 18-32.
-
(2002)
Disaster Prevention and Management: An International Journal
, vol.11
, Issue.1
, pp. 18-32
-
-
Goulielmos, A.M.1
Giziakis, C.V.2
-
18
-
-
77949765248
-
Should marine insurance companies take seriously chaos theory?
-
Goulielmos, A.M., Giziakis, C. and Pasarzis, M. (2002), "Should marine insurance companies take seriously chaos theory?", Disaster Prevention and Management, An International Journal, Vol. 11 No. 4, pp. 312-19.
-
(2002)
Disaster Prevention and Management, An International Journal
, vol.11
, Issue.4
, pp. 312-319
-
-
Goulielmos, A.M.1
Giziakis, C.2
Pasarzis, M.3
-
20
-
-
0004060946
-
-
(originally published in 1943), Dover Publications, New York, NY
-
Jeans, Sir J. (1981), Physics and Philosophy, (originally published in 1943), Dover Publications, New York, NY.
-
(1981)
Physics and Philosophy
-
-
Jeans, S.J.1
-
21
-
-
0012323099
-
Marginalia, what is random?
-
Kac, M. (1983), "Marginalia, what is random?", American Scientist, Vol. 71, pp. 405-6.
-
(1983)
American Scientist
, vol.71
, pp. 405-406
-
-
Kac, M.1
-
22
-
-
0001504360
-
The variation of certain speculative prices
-
Mandelbrot, B. (1963), "The variation of certain speculative prices", Journal of Business, Vol. 36, pp. 392-417.
-
(1963)
Journal of Business
, vol.36
, pp. 392-417
-
-
Mandelbrot, B.1
-
23
-
-
0003422469
-
-
Springer, New York, NY
-
Mandelbrot, B.B. (1997), Fractals and Scaling in Finance: Discontinuity, Concentration, Risk, Springer, New York, NY.
-
(1997)
Fractals and Scaling in Finance: Discontinuity, Concentration, Risk
-
-
Mandelbrot, B.B.1
-
25
-
-
85038223189
-
Chaotic dynamics: A par excellence useful science
-
June, (in Greek)
-
Nicolis, J.S. (1991), "Chaotic dynamics: a par excellence useful science", Chemical Chronicles, Vol. 53, June, p. 164, (in Greek).
-
(1991)
Chemical Chronicles
, vol.53
, pp. 164
-
-
Nicolis, J.S.1
-
26
-
-
0004341962
-
The behaviour of some UK equity indices: An application of Hurst and BDS tests
-
Opong, K.K., Mulholland, G., Fox, A.F. and Farahmand, K. (1999), "The behaviour of some UK equity indices: an application of Hurst and BDS tests", Journal of Empirical Finance, Vol. 5, pp. 267-82.
-
(1999)
Journal of Empirical Finance
, vol.5
, pp. 267-282
-
-
Opong, K.K.1
Mulholland, G.2
Fox, A.F.3
Farahmand, K.4
-
27
-
-
0003581122
-
-
(translated into Greek, 2001), HarperCollins, New York, NY
-
Peat, F.D. and Briggs, J. (2001), Seven Life Lessons of Chaos: Timeless Wisdom from the Science of Change, (translated into Greek, 2001), HarperCollins, New York, NY.
-
(2001)
Seven Life Lessons of Chaos: Timeless Wisdom from the Science of Change
-
-
Peat, F.D.1
Briggs, J.2
-
29
-
-
0003760016
-
-
Wiley, New York, NY
-
Peters, E.E. (1996), Chaos and Order in the Capital Markets: A New View of Cycles, Prices, and Market Stability, Wiley, New York, NY.
-
(1996)
Chaos and Order in the Capital Markets: A New View of Cycles, Prices, and Market Stability
-
-
Peters, E.E.1
-
30
-
-
0346405840
-
-
Wiley, New York, NY
-
Peters, E.E. (1999), Complexity, Risk, and Financial Markets, Wiley, New York, NY.
-
(1999)
Complexity, Risk, and Financial Markets
-
-
Peters, E.E.1
-
33
-
-
0003933104
-
-
(Greek translation), Princeton University Press, Princeton, NJ
-
Ruelle, D. (1991), Chance and Chaos, (Greek translation), Princeton University Press, Princeton, NJ.
-
(1991)
Chance and Chaos
-
-
Ruelle, D.1
-
34
-
-
0019071197
-
Autocorrelations of a certain chaos
-
Sakai, H. and Tokumaru, H. (1980), "Autocorrelations of a certain chaos", IEEE Transactions, Vol. 1, pp. 588-90.
-
(1980)
IEEE Transactions
, vol.1
, pp. 588-590
-
-
Sakai, H.1
Tokumaru, H.2
-
35
-
-
7744235065
-
-
(Greek translation, 2003), Weidenfeld and Nicolson, London
-
Stewart, I. (2001), What Shape Is a Snowflake? Magical Numbers in Nature, (Greek translation, 2003), Weidenfeld and Nicolson, London.
-
(2001)
What Shape Is a Snowflake? Magical Numbers in Nature
-
-
Stewart, I.1
-
36
-
-
38249030268
-
On randomness, determinism and computability
-
Wegman, E.J. (1988), "On randomness, determinism and computability", Journal of Statistical Planning & Inference, Vol. 20, pp. 279-94.
-
(1988)
Journal of Statistical Planning & Inference
, vol.20
, pp. 279-294
-
-
Wegman, E.J.1
-
37
-
-
0004096855
-
-
Joseph Henry Press, Washington, DC, available at
-
Williams, G.P. (1997), Chaos Theory Tamed, Joseph Henry Press, Washington, DC, available at: www.naap.edu
-
(1997)
Chaos Theory Tamed
-
-
Williams, G.P.1
-
38
-
-
0345055609
-
-
10th ed., Addison-Wesley, Reading, MA
-
Young, H.D., Freedman, R.A., Sandin, T.R. and Ford, A.L. (2000), Sears and Zemansky's University Physics with Modern Physics, 10th ed., Addison-Wesley, Reading, MA.
-
(2000)
Sears and Zemansky's University Physics with Modern Physics
-
-
Young, H.D.1
Freedman, R.A.2
Sandin, T.R.3
Ford, A.L.4
|