A Positive Lyapunov Exponent in Swedish Exchange Rates?
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More about this item
KeywordsDeterministic chaos; Exchange rates; Lyapunov exponents; Moving blocks bootstrap; Phase space reconstruction;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- F31 - International Economics - - International Finance - - - Foreign Exchange
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2000-03-27 (All new papers)
- NEP-FMK-2000-03-27 (Financial Markets)
- NEP-IFN-2000-03-27 (International Finance)
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