A Curious Mind W(o/a)nders

Monday, November 07, 2005

Links for Chaos (and other useful sites)

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Have been making a mess of this....
Have been trying to study chaos in financial data and this requires searching many, many documents both in the library and online. Problem is, since I don't have my own computer, I've ended up saving links/papers in many different CDs and have lost track where is what now [some company's created a CD-pack searcher device, right...wish I had one :-(...] .
From now on atleast the links, I'll update on this post.

  1. http://www.orlingrabbe.com/chaos1.htm- Chaos in Financial Markets, J. Orlin Grabbe
  2. http://swan.econ.ohio-state.edu/econ840/note1.pdf - Ohio University Notes on Time Series Analysis (a series of 8 Notes: Garch, Arima, Spectral Analysis etc.)
  3. http://www.nbi.dk/ChaosBook/ -An 800 page online book on Classical and Quantum Chaos by Cvitanovic et al.
  4. http://www.bseindia.com/histdata/hindices.asp - BSE returns 1991 onwards
  5. http://www.duke.edu/~dah7/jf1991.pdf - Chaos and Nonlinear Dynamics:Application to Financial Markets-Hsieh

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