The Euro/Dollar exchange rate: chaotic or non-chaotic? A continuous time model with heterogeneous beliefs
From MaRDI portal
Publication:433381
DOI10.1016/j.jedc.2011.11.008zbMath1242.91211OpenAlexW2004283700MaRDI QIDQ433381
Daniela Federici, Giancarlo Gandolfo
Publication date: 13 July 2012
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2011.11.008
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Extraction of dynamical equations from chaotic data
- Behavioral heterogeneity in stock prices
- Sensitivity analysis in continuous time econometric models
- Chaotic behaviour in exchange-rate series. First results for the Peseta- U.S. Dollar case
- A single-blind controlled competition among tests for nonlinearity and chaos
- Heterogeneous beliefs and routes to chaos in a simple asset pricing model
- Chaos in foreign exchange markets: A sceptical view
- A positive Lyapunov exponent in Swedish exchange rates?
- On complex behavior and exchange rate dynamics
- Chaotic exchange rate dynamics redux
- Expectations and chaotic dynamics: empirical evidence on exchange rates
- Time series properties of an artificial stock market
- Heterogeneous beliefs and the non-linear cobweb model
- APERIODIC DYNAMICS IN THE BERGSTROM/WYMER MODEL OF THE UNITED KINGDOM
- Stability Analysis of Continuous-Time Macroeconometric Systems
- STRUCTURAL NONLINEAR CONTINUOUS-TIME MODELS IN ECONOMETRICS
- A Rational Route to Randomness
- Deterministic Nonperiodic Flow
- The correlation dimension of returns with stochastic volatility
- ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE
- Econometric Estimation of Stochastic Differential Equation Systems
This page was built for publication: The Euro/Dollar exchange rate: chaotic or non-chaotic? A continuous time model with heterogeneous beliefs
