The dynamics of exchange rate time series and the chaos game

Physica A: Statistical Mechanics and its Applications

Volumn 388, Issue 23, 2009, Pages 4845-4855

  Cristescu, C P ^a   Stan, C ^a   Scarlat, E I ^a  

^a UNIVERSITY POLITEHNICA OF BUCHAREST   (Romania)

Author keywords

Chaos game; Exchange rate time series; Gaussian noise; Iterated function systems; Lempel Ziv complexity

Indexed keywords

CHAOS THEORY; ECONOMICS; FINANCE; GAUSSIAN NOISE (ELECTRONIC); STOCHASTIC SYSTEMS; TIME SERIES; WHITE NOISE;

EXCHANGE RATES; GAUSSIAN WHITE NOISE; ITERATED FUNCTION SYSTEM; LEMPEL ZIV COMPLEXITY; MULTINATIONAL SYSTEMS; NATIONAL CURRENCY; RECONSTRUCTION PROCESS; TRANSITION ECONOMY;

TIME SERIES ANALYSIS;

EID: 69549133371     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2009.08.005     Document Type: Article

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