Chaotic analysis of the foreign exchange rates
type: Item
instance of: scholarly article
title: Chaotic analysis of the foreign exchange rates
zbMATH Open document ID: 1120.91323
author: Atin Das
author: Pritha Das
published in: Applied Mathematics and Computation
publication date: 2007-03-12T00:00:00Z
Mathematics Subject Classification ID: 91B62
Mathematics Subject Classification ID: 91B64
Mathematics Subject Classification ID: 37M10
zbMATH DE Number: 5132928
zbMATH Keywords: foreign exchange rate
zbMATH Keywords: surrogate
zbMATH Keywords: nonlinearity
zbMATH Keywords: Lyapunov exponent
zbMATH Keywords: chaos
describes a project that uses: Matlab
MaRDI profile type: Publication
full work available at URL: j.amc.2006.06.106
OpenAlex ID: W2032507416
cites work: A positive Lyapunov exponent in Swedish exchange rates?
cites work: Does composite index of NYSE represents chaos in the long time scale?
cites work: Chaos and nonlinear forecastability in economics and finance
cites work: Using Surrogate Data Analysis for Unmasking Chaotic Communication Systems
cites work: Testing for nonlinearity in time series: the method of surrogate data
cites work: Determining Lyapunov exponents from a time series
DOI: 10.1016/J.AMC.2006.06.106
description: scientific article; zbMATH DE number 5132928