Nonlinear dynamics in foreign exchange rates

Global Finance Journal

Volumn 10, Issue 1, 1999, Pages 1-23

  Mahajan, Arvind ^a   Wagner, Andrew J ^b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b CALIFORNIA STATE UNIVERSITY   (United States)

Author keywords

BDS statistic; Correlation dimension; Nonlinear dependence; Random walk

Indexed keywords

EID: 0042597353     PISSN: 10440283     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1044-0283(99)00002-2     Document Type: Article

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