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THEORETICAL DISPUTES OF IMPLEMENTED FINANCIAL MODELS AND NEW SCIENTIFIC PARADIGMS

Roberto Ercegovac


Full text: croatian pdf 178 Kb

page 289-303

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Abstract

Almost all the representatives of the modern financial science use
mathematical, statistical and physical tools in practical analyses, theoretical evidences and conclusions. Analytical forms and derived results are based on assumptions and aspects of the financial markets. Market assumptions are important in structuring financial models, as well as in the empirical application of the results. Complexity of the economic system in a multitude of economic
and non-economic relations is evident. More simplifi ed market structure could be a cause of the insufficient reliability in regard of financial models contribution. Needs for discovering economic market and searching for connections in changes of the market category result with the new theoretical approaches in financial science, where occurrence and statistically assumed uncertainty are being replaced
by the principals of determinism, chaos and theory of complexity. The importance and empirical acceptance of the new theoretical approaches will be validated with time, and its justification, verity, expediency and applicability should be implemented within reality.

Keywords

financial modelling; efficient financial market; fractal financial market; chaos theory

Hrčak ID:

25659

URI

https://hrcak.srce.hr/25659

Publication date:

15.6.2008.

Article data in other languages: croatian

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