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Volumn 25, Issue 3, 2005, Pages 737-750

EMU and the stability and volatility of foreign exchange: Some empirical evidence

Author keywords

[No Author keywords available]

Indexed keywords

CONSOLIDATION; DECISION MAKING; ECONOMIC AND SOCIAL EFFECTS; FINANCE; LYAPUNOV METHODS; MATHEMATICAL MODELS; STABILITY; TIME SERIES ANALYSIS;

EID: 14944339711     PISSN: 09600779     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.chaos.2004.12.009     Document Type: Article
Times cited : (5)

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    • EMU and the stability and volatility of foreign exchange: Some empirical evidence
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    • Lyapunov exponents as a nonparametric diagnostic for stability analysis
    • W.D. Dechert, and R. Gençay Lyapunov exponents as a nonparametric diagnostic for stability analysis J Appl Econometrics 7 1992 S41 S60
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    • Autoregressive conditional heteroskedasticity with estimates of the variance of United Kingdom inflation
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    • Engle, R.F.1
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    • An algorithm for the n Lyapunov exponents of an n-dimensional unknown dynamical system
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    • Financial markets as nonlinear adaptive evolutionary systems
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.