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Essays on Exchange Rates: Deterministic Chaos and Technical Analysis

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Author Info
Bask, Mikael () (Department of Economics, Umeå University)

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Abstract

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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File URL: http://www.econ.umu.se/ues/ues465.ps
File Format: application/postscript
File Function: Introduction and summary of papers
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File URL: http://www.econ.umu.se/ues/ues465.ps.zip
File Format: application/postscript
File Function: Introduction and summary of papers and papers (iii) and (iv)
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File URL: http://www.econ.umu.se/ues/ues465.pdf
File Format: application/pdf
File Function: Introduction and summary of papers
Download Restriction: no
File URL: http://www.econ.umu.se/ues/ues465.pdf.zip
File Format: application/pdf
File Function: Introduction and summary of papers and papers (iii) and (iv)
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Publisher Info
Paper provided by Umeå University, Department of Economics in its series Umeå Economic Studies with number 465.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 153 pages
Date of creation: 17 May 1998
Date of revision:
Handle: RePEc:hhs:umnees:0465

Contact details of provider:
Postal: Department of Economics, Umeå University, S-901 87 Umeå, Sweden
Phone: 090 - 786 61 42
Fax: 090 - 77 23 02
Email:
Web page: http://www.econ.umu.se/
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Related research
Keywords: 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;

Find related papers by JEL classification:
C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Hypothesis Testing
C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Semiparametric and Nonparametric Methods
C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Statistical Simulation Methods
C62 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Existence and Stability Conditions of Equilibrium
E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian
E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
F31 - International Economics - - International Finance - - - Foreign Exchange

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  1. Quoreshi, Shahiduzzaman, 2006. "Time Series Modelling Of High Frequency Stock Transaction Data," UmeÃ¥ Economic Studies 675, Umeå University, Department of Economics. [Downloadable!]
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