On complex behavior and exchange rate dynamics
type: Item
instance of: scholarly article
title: On complex behavior and exchange rate dynamics
zbMATH Open document ID: 1059.37065
DOI: 10.1016/S0960-0779(02)00673-2
author: Brian Schwartz
author: Shahriar Yousefi
published in: Chaos, Solitons and Fractals
publication date: 2004-07-01T00:00:00Z
review text: The goal of the paper is to elaborate on various features and statistical time series characteristics of exchange rates by directing the focus towards the search for a data dependent measurable indication of chaos in their dynamics.
reviewed by: Messoud Efendiev
Mathematics Subject Classification ID: 37M10
Mathematics Subject Classification ID: 37D45
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 37N40
zbMATH DE Number: 2077308
zbMATH Keywords: chaos
zbMATH Keywords: exchange rate
zbMATH Keywords: time series
MaRDI profile type: Publication
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description: scientific article; zbMATH DE number 2077308