메뉴 건너뛰기




Volumn 14, Issue 8, 2002, Pages 1295-1304

A positive Lyapunov exponent in Swedish exchange rates?

Author keywords

[No Author keywords available]

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; ECONOMICS; LYAPUNOV METHODS; RANDOM PROCESSES; TIME SERIES ANALYSIS;

EID: 0036833070     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0960-0779(02)00083-8     Document Type: Article
Times cited : (31)

References (32)
  • 4
  • 11
    • 84977719043 scopus 로고
    • Chaos and nonlinear dynamics: Application to financial markets
    • (1991) J. Finance , vol.46 , pp. 1839-1877
    • Hsieh, D.A.1
  • 15
    • 0030240916 scopus 로고    scopus 로고
    • Determining delay times for phase space reconstruction with application to the FF/DM exchange rate
    • (1996) J. Econ. Behav. Organ. , vol.30 , pp. 369-381
    • Mizrach, B.1
  • 26
    • 0002835545 scopus 로고    scopus 로고
    • The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
    • (1999) J. Econ. , vol.91 , pp. 1-42
    • Whang, Y.-J.1    Linton, O.2
  • 28
    • 0000181737 scopus 로고
    • The jackknife and the bootstrap for general stationary observations
    • (1989) Ann. Statist. , vol.17 , pp. 1217-1241
    • Künsch, H.R.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.