On complex behavior and exchange rate dynamics
From MaRDI portal
Publication:1433613
DOI10.1016/S0960-0779(02)00673-2zbMath1059.37065MaRDI QIDQ1433613
Shahriar Yousefi, Brian Schwartz
Publication date: 1 July 2004
Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
37D45: Strange attractors, chaotic dynamics of systems with hyperbolic behavior
37M10: Time series analysis of dynamical systems
37N40: Dynamical systems in optimization and economics
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