Episodic Nonlinear Event Detection in the Canadian Exchange Rate

DOI10.1198/016214506000001004zbMATH Open1284.62785OpenAlexW2026428710MaRDI QIDQ5307682FDOQ5307682

Authors: Melvin J. Hinich, Apostolos Serletis 

Publication date: 18 September 2007

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1198/016214506000001004

Recommendations

• ABSENCE OF CHAOS AND 1/f SPECTRA, BUT EVIDENCE OF TAR NONLINEARITIES, IN THE CANADIAN EXCHANGE RATE
• On comparison of jump point detection for an exchange rate series
• scientific article; zbMATH DE number 1368823
• Episodic nonlinearity in leading global currencies
• A dynamic econometric analysis of the dollar-pound exchange rate in an era of structural breaks and policy regime shifts

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

This page was built for publication: Episodic Nonlinear Event Detection in the Canadian Exchange Rate

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5307682)