Chaotic behaviour in exchange-rate series. First results for the Peseta-U.S. dollar case

Economics Letters

Volumn 39, Issue 2, 1992, Pages 207-211

  Bajo Rubio, Oscar ^a   Fernández Rodríguez, Fernando ^b   Sosvilla Rivero, Simón ^c  

^a UNIVERSIDAD NACIONAL DE EDUCACIÓN A DISTANCIA   (Spain)

^b UNIVERSITY OF LAS PALMAS DE GRAN CANARIA   (Spain)

^c UNIVERSIDAD COMPLUTENSE DE MADRID   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 44049119176     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/0165-1765(92)90291-6     Document Type: Article

References (15)

1. Deterministic chaos in the foreign exchange market
2. Nonparametric exchange rate prediction?
3. Predicting chaotic time series
4. Chaotic dynamics in economic time-series
5. Characterization of strange attractors
6. Testing for nonlinear dependence in daily foreign exchange rates
7. Chaos, ARCH and the foreign exchange market: Empirical results from weekly data
8. Empirical exchange rate models of the seventies: Do they fit out of sample?
9. Nonlinear, nonparametric, nonessential exchange rate estimation
10. An empirical assessment of non-linearities in models of exchange rate determination
11. Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market
12. Statistical inference based upon non-linear science
13. Detecting strange attractors in turbulence