The Chinese chaos game
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References listed on IDEAS
- repec:ebl:ecbull:v:7:y:2003:i:2:p:1-13 is not listed on IDEAS
- Sergio Da Silva & Annibal Figueiredo & Iram Gleria & Raul Matsushita, 2003. "Fractal structure in the Chinese yuan/US dollar rate," Economics Bulletin, AccessEcon, vol. 7(2), pages 1-13.
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- Cristescu, C.P. & Stan, C. & Scarlat, E.I., 2009. "The dynamics of exchange rate time series and the chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(23), pages 4845-4855.
- Cristescu, Constantin P. & Stan, Cristina & Scarlat, Eugen I. & Minea, Teofil & Cristescu, Cristina M., 2012. "Parameter motivated mutual correlation analysis: Application to the study of currency exchange rates based on intermittency parameter and Hurst exponent," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2623-2635.
More about this item
KeywordsChaos game; Iterated function systems; Yuan-dollar exchange rate; Chinese monetary policy; Exchange rate pegs;
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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