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Physica A: Statistical Mechanics and its Applications

Volumn 312, Issue 3-4, 2002, Pages 520-538

Application of nonlinear time series analysis techniques to high-frequency currency exchange data

(3) Strozzi, Fernanda a Zaldívar, José Manuel b Zbilut, Joseph P c

a CREMS Centre for Research on Health Economics Social and Health Care Management Carlo Cattaneo University LIUC (Italy)

b JOINT RESEARCH CENTRE (Italy)

c RUSH MEDICAL COLLEGE (United States)

Author keywords

Econophysics; Exchange rates; Nonlinear dynamics; Recurrence quantification

Indexed keywords

CORRELATION METHODS; DYNAMICS; ECONOMICS; NONLINEAR SYSTEMS;

ECONOPHYSICS;

TIME SERIES ANALYSIS;

EID: 0037105998 PISSN: 03784371 EISSN: None Source Type: Journal
DOI: 10.1016/S0378-4371(02)00846-4 Document Type: Article

Times cited : (72)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.