Nonlinear deterministic forecasting of daily Peseta--Dollar exchange rate

DOI10.1016/S0165-1765(98)00134-7zbMath0921.90037WikidataQ126339153 ScholiaQ126339153MaRDI QIDQ1285519

Abdol S. Soofi, Liangyue Cao

Publication date: 28 April 1999

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

time seriesrandom walkexchange rateembedding dimensionnonlinear prediction

Mathematics Subject Classification ID

Economic time series analysis (91B84) Performance evaluation, queueing, and scheduling in the context of computer systems (68M20)

Related Items (4)

Applications of Methods and Algorithms of Nonlinear Dynamics in Economics and Finance ⋮ Predictive dimension: an alternative definition to embedding dimension ⋮ Modeling nonlinear dynamics and chaos: a review ⋮ Predictive accuracy for chaotic economic models

Cites Work

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• Determining Lyapunov exponents from a time series
• Measuring the strangeness of strange attractors
• Extracting qualitative dynamics from experimental data
• Chaotic behaviour in exchange-rate series. First results for the Peseta- U.S. Dollar case
• Embedology
• Practical method for determining the minimum embedding dimension of a scalar time series
• Dynamics from multivariate time series
• Independent coordinates for strange attractors from mutual information

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