The Stock market : bubbles, volatility and chaos : proceedings of the thirteenth annual economy policy conference of the Federal Reserve Bank of St. Louis
MAP20070009121The Stock market : bubbles, volatility and chaos : proceedings of the thirteenth annual economy policy conference of the Federal Reserve Bank of St. Louis / edited by Gerald P. Dwyer and R.W. Hafer. — Boston [etc.] : Kluwer Academic Publishers, cop. 1990IX, 201 p. : graf. ; 23 cmSumario: Bubbles an stock-price volatility -- Do fundamentals, bubbles, or neither explain stock prices? -- Economic and financial data as nonlinear processes -- Statistical analysis of price and basis behavior: october 12-26, 1987, S&P 500 futures an cash -- The swiftness of divine retribution and its tendency to mistake its target: an analysis of the brady report