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ArticleChaotic behaviour in exchange-rate series

Oscar Bajo‐Rubio1992

Article1992

Chaotic behaviour in exchange-rate series

Oscar Bajo‐Rubio · Fernando Fernández Rodríguez · Simón Sosvilla‐Rivero

67 citations·0/0 files stored·Economics Letters

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Complex Systems and Time Series Analysis Monetary Policy and Economic Impact Financial Markets and Investment Strategies

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References

1983Empirical exchange rate models of the seventies 1989Testing for Nonlinear Dependence in Daily Foreign Exchange Rates 1979Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market 1990Nonparametric exchange rate prediction?1991An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination 1990Nonlinear, Nonparametric, Nonessential Exchange Rate Estimation 1988CHAOTIC DYNAMICS IN ECONOMIC TIME‐SERIES 1990Deterministic chaos in the foreign exchange market

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2004Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates 2002Chaos and the exchange rate

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Year1992

Typearticle

Published1992-06-01

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations67

Files0 public / 0

ShelfComplex Systems and Time Series Analysis

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doi10.1016/0165-1765(92)90291-6

openalex_workW1582187563

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