Elucidation of Chaotic Market Hypothesis Based on Ergodic Theory
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Publication:5022199
DOI10.1007/978-981-16-4457-3_12OpenAlexW3210689033MaRDI QIDQ5022199
Publication date: 18 January 2022
Published in: Creative Complex Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-981-16-4457-3_12
Statistical mechanics, structure of matter (82-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
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- Infinite ergodicity that preserves the Lebesgue measure
- Flexible two-point selection approach for characteristic function-based parameter estimation of stable laws
- Universality of the route to chaos: Exact analysis
- Exact Lyapunov exponents of the generalized Boole transformations
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