Nonlinear dynamics in foreign exchange markets

DOI10.1080/00207729808929610zbMath1065.91556OpenAlexW2082149209MaRDI QIDQ4546805

Raymond E. Sfeir, Jati K. Sengupta

Publication date: 1998

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207729808929610

Mathematics Subject Classification ID

Mathematical economics (91B99) Dynamical systems in optimization and economics (37N40)

Related Items (1)

Hopf bifurcation and chaos of financial system on condition of specific combination of parameters

Cites Work

• Conditional Heteroskedasticity in Asset Returns: A New Approach
• Modelling exchange rate volatility
• Controlling Lorenz chaos

This page was built for publication: Nonlinear dynamics in foreign exchange markets