Consistent estimation to determine the embedding dimension in financial data : with an application to the dollar-deutschmark exchange rate
Dominique Guégan and Guillaume Leorat
| Year of publication: |
1997
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|---|---|
| Authors: | Guégan, Dominique |
| Other Persons: | Léorat, Guillaume (contributor) |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 3.1997, 3, p. 231-242
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| Subject: | Schätztheorie | Estimation theory | Chaostheorie | Chaos theory | Theorie | Theory | Wechselkurs | Exchange rate | Deutsche Mark | US-Dollar | US dollar | Deutschland | Germany | USA | United States |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001226322