Are BRICS Exchange Rates Chaotic?
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Joao F. Caldeira & Rangan Gupta & Tahir Suleman & Hudson S. Torrent, 2019. "Forecasting the Term Structure of Interest Rates of the BRICS: Evidence from a Nonparametric Functional Data Analysis," Working Papers 201911, University of Pretoria, Department of Economics.
- Aviral Kumar Tiwari & Rangan Gupta & Juncal Cunado & Xin Sheng, 2019. "Testing the White Noise Hypothesis in High-Frequency Housing Returns of the United States," Working Papers 201952, University of Pretoria, Department of Economics.
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- Tiwari, Aviral Kumar & Aye, Goodness C. & Gupta, Rangan, 2019.
"Stock market efficiency analysis using long spans of Data: A multifractal detrended fluctuation approach,"
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- Aviral Kumar Tiwari & Goodness C. Aye & Rangan Gupta, 2018. "Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach," Working Papers 201824, University of Pretoria, Department of Economics.
More about this item
KeywordsExchange rate; chaos; Lyapunov exponent;
- C46 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Specific Distributions
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CIS-2018-04-09 (Confederation of Independent States)
- NEP-HIS-2018-04-09 (Business, Economic & Financial History)
- NEP-MAC-2018-04-09 (Macroeconomics)
- NEP-MON-2018-04-09 (Monetary Economics)
- NEP-ORE-2018-04-09 (Operations Research)
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