Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting
A. Aydin Cecen ; Cahit Erkal
| Year of publication: |
1996
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|---|---|
| Authors: | Cecen, A. A. |
| Other Persons: | Erkal, Cahit (contributor) |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 12.1996, 4, p. 465-473
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| Subject: | Wechselkurstheorie | Exchange rate theory | Chaostheorie | Chaos theory | Theorie | Theory | Wechselkurs | Exchange rate | Volatilität | Volatility | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Welt | World |
| 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/10001214771