On complex behavior and exchange rate dynamics

DOI10.1016/S0960-0779(02)00673-2zbMath1059.37065MaRDI QIDQ1433613

Shahriar Yousefi, Brian Schwartz

Publication date: 1 July 2004

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

zbMATH Keywords

chaostime seriesexchange rate

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Time series analysis of dynamical systems (37M10) Dynamical systems in optimization and economics (37N40)

Related Items (5)

High level chaos in the exchange and index markets ⋮ Chaotic time series analysis in economics: Balance and perspectives ⋮ The Euro/Dollar exchange rate: chaotic or non-chaotic? A continuous time model with heterogeneous beliefs ⋮ Complex dynamical behaviors of daily data series in stock exchange ⋮ Chaoticity versus stochasticity in financial markets: are daily S\&P 500 return dynamics chaotic?

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