Essays on Exchange Rates: Deterministic Chaos and Technical Analysis

This thesis consists of four papers. The first three deal with deterministic chaos in exchange rate series whereas the fourth deals with technical analysis in the foreign exchange market. Paper [i] (

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Year of publication:	1998-05-17
Authors:	Bask, Mikael
Institutions:	Institutionen för Nationalekonomi, Umeå Universitet
Subject:	Chartists \| Correlation dimension \| Delay reconstruction map \| Deterministic chaos \| Embeddings \| Endogenous speculative bubbles \| Exchange rates \| Fundamentalists \| Lyapunov exponents \| Momentum lines \| Moving averages \| Moving blocks bootstrap \| Phase space reconstruction \| Technical analysis

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Extent:	application/pdf
Series:	Umeå Economic Studies.
Type of publication:	Book / Working Paper
Notes:	The text is part of a series Umeå Economic Studies Number 465 153 pages
Classification:	C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C62 - Existence and Stability Conditions of Equilibrium ; E12 - Keynes; Keynesian; Post-Keynesian ; E44 - Financial Markets and the Macroeconomy ; F31 - Foreign Exchange
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005651992