Condition: New. pp. 116 49:B&W 6.14 x 9.21 in or 234 x 156 mm (Royal 8vo) Perfect Bound on White w/Gloss Lam.
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Add to basketCondition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide.
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Published by Springer Berlin Heidelberg 2010-06-02, 2010
ISBN 10: 3540397523 ISBN 13: 9783540397526
Language: English
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Published by Springer Berlin Heidelberg, 2007
ISBN 10: 3540397523 ISBN 13: 9783540397526
Language: English
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Add to basketTaschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Economic Systems exhibit complex dynamics evidenced by large-amplitude and aperiodic fluctuations in economic variables, such as foreign exchange rates and stock market prices, indicating that these systems are driven far from the equilibrium. Characterization of the complex behavior of economic cycles, by identifying regular and irregular patterns and regime switching in economic time series, is the key for pattern recognition and forecasting of economic cycles. Statistical analysis of stock markets and foreign exchange markets has demonstrated the intermittent nature of economic time series. A nonlinear model of business cycles is able to simulate intermittency arising from order-chaos and chaos-chaos transitions. This monograph introduces new concepts of unstable periodic orbits and chaotic saddles which are unstable structures embedded in a chaotic attractor, responsible for economic intermittency.
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Add to basketpaperback. Condition: Good. Paperback. Cover and spine in good condition. Spine is tight. Pages are clean, no markings, notes or stains. Ships from Friends bookstore to benefit Beaverton (Oregon) library. Ex-library paperback book with library stickers, labels and stamps on cover and inside. Cover is in good condition. Spine is tight. Pages are clean, free of markings, notes or stains. Ships from Friends bookstore to benefit Beaverton (Oregon) library.
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Published by Springer Berlin Heidelberg, Springer Berlin Heidelberg Jul 2007, 2007
ISBN 10: 3540397523 ISBN 13: 9783540397526
Language: English
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Add to basketTaschenbuch. Condition: Neu. Neuware -Economic Systems exhibit complex dynamics evidenced by large-amplitude and aperiodic fluctuations in economic variables, such as foreign exchange rates and stock market prices, indicating that these systems are driven far from the equilibrium. Characterization of the complex behavior of economic cycles, by identifying regular and irregular patterns and regime switching in economic time series, is the key for pattern recognition and forecasting of economic cycles. Statistical analysis of stock markets and foreign exchange markets has demonstrated the intermittent nature of economic time series. A nonlinear model of business cycles is able to simulate intermittency arising from order-chaos and chaos-chaos transitions. This monograph introduces new concepts of unstable periodic orbits and chaotic saddles which are unstable structures embedded in a chaotic attractor, responsible for economic intermittency.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 116 pp. Englisch.
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Published by Springer Berlin Heidelberg Jul 2007, 2007
ISBN 10: 3540397523 ISBN 13: 9783540397526
Language: English
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Add to basketTaschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -Statistical analysis of stock markets and foreign exchange markets has demonstrated the intermittent nature of economic time series. A nonlinear model of business cycles is able to simulate intermittency arising from order-chaos and chaos-chaos transitions. This monograph introduces new concepts of unstable periodic orbits and chaotic saddles, which are unstable structures embedded in a chaotic attractor and responsible for economic intermittency. 116 pp. Englisch.
Published by Springer Berlin Heidelberg, 2007
ISBN 10: 3540397523 ISBN 13: 9783540397526
Language: English
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Add to basketKartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Includes supplementary material: sn.pub/extrasStatistical analysis of stock markets and foreign exchange markets has demonstrated the intermittent nature of economic time series. A nonlinear model of business cycles is able to simulate intermi.