Scientific Review of the Financial Market

Don K. Mak
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Don K. Mak: Federal Government Research Laboratories, Canada

Chapter 2 in Mathematical Techniques in Financial Market Trading, 2006, pp 3-12 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:EconophysicsLog-Normal Distribution of Stock Market DataLevy DistributionTsallis EntropyNon-Randomness of the MarketRandom Walk Hypothesis and Efficient Market HypothesisVariance-Ratio TestLong-Range Dependence?Varying Non-RandomnessFinancial Market CrashLog-Periodicity Phenomenological ModelOmori Law

Keywords: Spectrum Analysis; Money Management Techniques; Trading Methodologies; Econophysics; Mathematical Modeling (search for similar items in EconPapers)
Date: 2006
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