This article is from the sci.fractals FAQ, by Michael C. Taylor and Jean-Pierre Louvet with numerous contributions by others.
Most references are related to chaos being used as a model for
One reference that is about fractal models is, Fractal Market Analysis
- Applying Chaos Theory to Investment & Economics by Edgar Peters.
Some recommended Chaos-related texts in financial forecasting.
Medio: Chaotic Dynmics - Theory and Applications to Economics
Cambridge University Press, 1993, ISBN 0-521-48461-8
Vaga: Profiting from Chaos - Using Chaos Theory for Market Timing,
Stock Selection and Option Valuation
McGraw-Hill Inc, 1994, ISBN 0-07-066786-1