ENGLISH

Patterns of speculation: A study in observational econophysics

By Bertrand M. Roehner

Book information

Publisher
Cambridge University Press
Year
2002
ISBN
0521802636, 9780521802635, 9780511063541
Open Library ID
OL7754766M
Language
english
Format
PDF
Filesize
1 MB (1178954 bytes)
Edition
1
Pages
250\250
Topic
Physics
Library
Kolxo3
Scanned
yes
Time added
2010-07-29 05:14:56

Description

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.

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