Assessing nonlinear structures in real exchange rates using recurrence plot strategies
From MaRDI portal
Publication:700846
DOI10.1016/S0167-2789(02)00625-5zbMath1064.91521MaRDI QIDQ700846
Dulce Contreras, Lorena Tordera-Lledó, Jorge Belaire-Franch
Publication date: 9 October 2002
Published in: Physica D (Search for Journal in Brave)
Related Items (7)
Increase of order in seismic processes around large reservoir induced by water level periodic variation ⋮ Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes ⋮ Recurrence quantity analysis based on matrix eigenvalues ⋮ RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME. ⋮ Application of symbolic recurrence to experimental data, from firearm prevalence to fish swimming ⋮ Recurrence plots and Shannon entropy for a dynamical analysis of asynchronisms in noninvasive mechanical ventilation ⋮ Transfer entropy on symbolic recurrences
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Testing for nonlinearity in time series: the method of surrogate data
- Determining Lyapunov exponents from a time series
- Chaotic behaviour in exchange-rate series. First results for the Peseta- U.S. Dollar case
- An algorithm for the \(n\) Lyapunov exponents of an \(n\)-dimensional unknown dynamical system
- A single-blind controlled competition among tests for nonlinearity and chaos
- The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series
- Exceptional events as evidence for determinism
- Distinguishing random and deterministic systems: Abridged version
- Martingales, nonlinearity, and chaos
- A practical method for calculating largest Lyapunov exponents from small data sets
- Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
- Topological analysis of chaotic dynamical systems
- The Claude Bernard Lecture, 1989 - Deterministic chaos: the science and the fiction
This page was built for publication: Assessing nonlinear structures in real exchange rates using recurrence plot strategies