Application of nonlinear time series analysis techniques to high-frequency currency exchange data

DOI10.1016/S0378-4371(02)00846-4zbMath0997.91047MaRDI QIDQ1611124

Fernanda Strozzi, José-Manuel Zaldívar, Joseph P. Zbilut

Publication date: 21 August 2002

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

recurrence quantification analysis

Mathematics Subject Classification ID

Economic time series analysis (91B84)

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Uses Software

• TISEAN

Cites Work

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