Assessing nonlinear structures in real exchange rates using recurrence plot strategies

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)

zbMATH Keywords

deterministic chaospurchasing power parityrecurrence quantification analysis

Mathematics Subject Classification ID

Trade models (91B60)

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

• Ox

Cites Work

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