Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies
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Bibliographic InfoPaper provided by Society for Computational Economics in its series Computing in Economics and Finance 2002 with number 239.
Date of creation: 01 Jul 2002
Date of revision:
Non-linearity; chaos; recurrence analysis;
Find related papers by JEL classification:
- C19 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Other
- F31 - International Economics - - International Finance - - - Foreign Exchange
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- NEP-ALL-2003-10-28 (All new papers)
- NEP-CMP-2003-10-28 (Computational Economics)
- NEP-ETS-2003-10-28 (Econometric Time Series)
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