A New Test for Chaotic Dynamics Using Lyapunov Exponents
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References listed on IDEAS
- Bajo-Rubio, Oscar & Fernandez-Rodriguez, Fernando & Sosvilla-Rivero, Simon, 1992. "Chaotic behaviour in exchange-rate series : First results for the Peseta--U.S. dollar case," Economics Letters, Elsevier, vol. 39(2), pages 207-211, June.
- Barnett, William A. & Gallant, A. Ronald & Hinich, Melvin J. & Jungeilges, Jochen A. & Kaplan, Daniel T. & Jensen, Mark J., 1997.
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2003-04-09 (All new papers)
- NEP-CMP-2003-04-09 (Computational Economics)
- NEP-ECM-2003-04-12 (Econometrics)
- NEP-ETS-2003-04-09 (Econometric Time Series)
- NEP-MAC-2003-04-09 (Macroeconomics)
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