Im Rahmen des Finance Workshops l=E4dt das IHS=20

zum Vortrag von

Prof. A.G. Malliaris (Loyola University):

Methodological Issues in Asset Pricing: Random Walk or Chaotic Dynamics =20 Montag 7.06.1999, 16.00-17.30, HS II IHS, 1060 Wien, Stumpergasse 56, ein. =20

Abstract: On the basis of a general and well accepted intertemproal price determination model, it will be shown, that price volatility reflects the output of a higher order dynamic system with an underlying stochastic function. The analysis is used to explain the=20 learning process and the efficient use of information in the archetype model.=20

Michael Jeckle, Institute of Advanced Studies, Department of Finance Stumpergasse 56, 1060 Vienna Austria Tel ++43/1/59991/211 =========================================================================