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

Cecen, A. Aydin; Erkal, Cahit - In: International Journal of Forecasting 12 (1996) 4, pp. 465-473

Persistent link: https://www.econbiz.de/10005429030

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

Baillie, Richard T.; Cecen, Aydin A.; Erkal, Cahit; … - In: Journal of International Financial Markets, … 14 (2004) 5, pp. 401-418

Persistent link: https://www.econbiz.de/10005403437

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

Aydin Cecen, A.; Erkal, Cahit - In: Economics Letters 51 (1996) 3, pp. 323-329

Persistent link: https://www.econbiz.de/10005296484

Resource extraction, international trade and production with the resource

Cecen, A. Aydin - In: Energy Economics 13 (1991) 4, pp. 254-257

Persistent link: https://www.econbiz.de/10005191845

Capital flows and current account dynamics in Turkey: A nonlinear time series analysis

Cecen, Aydin; Xiao, Linlan - In: Economic Modelling 39 (2014) C, pp. 240-246

The paper offers an analysis of current account dynamics and its sustainability in Turkey using quarterly data. The focus is on the nonlinear characterization of the long run intertemporal budget constraint and the stationarity tests. Several well-known tests are applied to identify nonlinearity...

Persistent link: https://www.econbiz.de/10010781972