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Patterns of Speculation: A Study in Observational Econophysics
Contributor(s): Roehner, Bertrand M. (Author)

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ISBN: 0521802636     ISBN-13: 9780521802635
Publisher: Cambridge University Press
OUR PRICE: $100.70  

Binding Type: Hardcover - See All Available Formats & Editions
Published: May 2002
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Annotation: 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.
Additional Information
BISAC Categories:
- Business & Economics | Econometrics
- Business & Economics | Economics - Theory
- Science | Physics - General
Dewey: 332.645
LCCN: 2001043217
Physical Information: 0.74" H x 7.16" W x 10.08" L (1.61 lbs) 252 pages
Features: Illustrated, Table of Contents
 
Descriptions, Reviews, Etc.

Contributor Bio(s): Roehner, Bertrand M.: - A theoretical physicist by education, Dr Bertrand M. Roehner has been investigating social and economic phenomena during the past 15 years. He is the author of Theory of Markets (1995) which explored the space-time structure of commodity prices, and also of Hidden Collective Factors in Speculative Trading (2001). The approach used in these books demonstrates how the observational strategy invented by physicists and successfully applied in astrophysics and biophysics, can be fruitfully applied in the social sciences as well. Professor Roehner has been a visiting scholar at the Harvard Department of Economics (1994 and 1998) and at the Copenhagen Institute of Economics (1996); and he currently serves on the physics faculty of the University of Paris VII.
 
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