Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns: Can non-linear dynamics help forecasting?

Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting

Cecen, A. A., (1996)

Distinguishing between stochastic and deterministic behavior in foreign exchange rate returns : further evidence

Cecen, A. A., (1996)

Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates

Baillie, Richard, (2004)