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Chaotic behaviour in exchange-rate series : First results for the Peseta--U.S. dollar case

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Author Info
Bajo-Rubio, Oscar
Fernandez-Rodriguez, Fernando
Sosvilla-Rivero, Simon

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Abstract

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File URL: http://www.sciencedirect.com/science/article/B6V84-45GNXDG-56/2/3abb1a843a5f32f1e3ecaf1184f89f14
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Publisher Info
Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 39 (1992)
Issue (Month): 2 (June)
Pages: 207-211
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Handle: RePEc:eee:ecolet:v:39:y:1992:i:2:p:207-211

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  1. M. Matilla-García & P. Sanz & F. J. Vázquez, 2004. "Dimension estimation with the BDS-G statistic," Applied Economics, Taylor and Francis Journals, vol. 36(11), pages 1219-1223, June. [Downloadable!] (restricted)
  2. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, . "A New Test for Chaotic Dynamics Using Lyapunov Exponents," Working Papers 2003-09, FEDEA. [Downloadable!]
  3. Fernando Fernandez-Rodriguez & Simon Sosvilla-Rivero & Maria Dolores Garcia-Artiles, 1997. "Using nearest neighbour predictors to forecast the Spanish stock market," Investigaciones Economicas, Fundación SEPI, vol. 21(1), pages 75-91, January. [Downloadable!]
  4. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada-Félix, . "Nearest-Neighbour Predictions in Foreign Exchange Markets," Working Papers 2002-05, FEDEA. [Downloadable!]
  5. Daniela Federici & Giancarlo Gandolfo, 2002. "Chaos and the exchange rate," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 11(2), pages 111-142, June. [Downloadable!] (restricted)
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  6. Fernando Fernández-Rodríguez & Simón Sosvilla-Rivero & Julián Andrada, . "Exchange-rate forecasts with simultaneous nearest-neighbour methods: Evidence from the EMS," Working Papers 98-17, FEDEA. [Downloadable!]
    Other versions:
  7. Oscar Bajo-Rubio & Simón Sosvilla-Rivero & Fernando Fernández-Rodríguez, . "Non-Linear Forecasting Methods: Some Applications to the Analysis of Financial Series," Working Papers 2002-01, FEDEA. [Downloadable!]
  8. Óscar Bajo Rubio & Simón Sosvilla Rivero & Fernando Fernández Rodríguez, 2000. "Asymmetry In The Ems: New Evidence Based On Non-Linear Forecasts," Documentos de Trabajo - Lan Gaiak Departamento de Economía - Universidad Pública de Navarra 0001, Departamento de Economía - Universidad Pública de Navarra. [Downloadable!]
    Other versions:
  9. Vitaliy Vandrovych, 2005. "Study of Nonlinearities in the Dynamics of Exchange Rates: Is There Any Evidence of Chaos?," Computing in Economics and Finance 2005 234, Society for Computational Economics. [Downloadable!]
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