Distinguishing between stochastic and deterministic behavior in foreign exchange rate returns: Further evidence

Economics Letters

Volumn 51, Issue 3, 1996, Pages 323-329

  Cecen, A Aydin ^a   Erkal, Cahit ^b,c  

^a CENTRAL MICHIGAN UNIVERSITY   (United States)

^b Oklahoma School of Science and Mathematics   (United States)

^c UNIVERSITY OF OKLAHOMA   (United States)

Author keywords

ARCH processes; Attractor; Chaos; Correlation dimension

Indexed keywords

EID: 0030161727     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1765(96)00819-1     Document Type: Article

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