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Testing Chaos and Nonlinearities in T-Bill Rates · Study

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ArticleTesting Chaos and Nonlinearities in T-Bill Rates

Maurice Larrain1991

Article1991

Testing Chaos and Nonlinearities in T-Bill Rates

Maurice Larrain

38 citations·0/0 files stored·Financial Analysts Journal

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Financial Markets and Investment Strategies Monetary Policy and Economic Impact Financial Risk and Volatility Modeling

Abstract

(1991). Testing Chaos and Nonlinearities in T-Bill Rates. Financial Analysts Journal: Vol. 47, No. 5, pp. 51-62.

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2000Using change-point detection to support artificial neural networks for interest rates forecasting 1996Using chaos measures to examine international capital market integration 1998Capital markets research and real world complexity: The emerging challenge of chaos theory

Details

Year1991

Typearticle

Published1991-09-01

VenueFinancial Analysts Journal

ISSN-L0015-198X

Languageen

Citations38

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2469/faj.v47.n5.51

openalex_workW2177898670

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