ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE

DOI10.1017/S1365100504030160zbMath1139.91341OpenAlexW2100897693MaRDI QIDQ4676125

A. Shahmoradi, Apostolos Serletis

Publication date: 3 May 2005

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s1365100504030160

Mathematics Subject Classification ID

Economic time series analysis (91B84) Dynamical systems in biology (37N25)

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The Euro/Dollar exchange rate: chaotic or non-chaotic? A continuous time model with heterogeneous beliefs

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