Assessing nonlinear structures in real exchange rates using recurrence plot strategies
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Publication:700846
DOI10.1016/S0167-2789(02)00625-5zbMATH Open1064.91521MaRDI QIDQ700846FDOQ700846
Authors: Jorge Belaire-Franch, Dulce Contreras, Lorena Tordera-Lledó 
Publication date: 9 October 2002
Published in: Physica D (Search for Journal in Brave)
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Cites Work
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- A single-blind controlled competition among tests for nonlinearity and chaos
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- The Claude Bernard Lecture, 1989 - Deterministic chaos: the science and the fiction
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- An algorithm for the \(n\) Lyapunov exponents of an \(n\)-dimensional unknown dynamical system
- Chaotic behaviour in exchange-rate series. First results for the Peseta- U.S. Dollar case
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- Distinguishing random and deterministic systems: Abridged version
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Cited In (11)
- Title not available (Why is that?)
- Increase of order in seismic processes around large reservoir induced by water level periodic variation
- Application of nonlinear time series analysis techniques to high-frequency currency exchange data
- Pattern analysis of the nonparametric kernel regression method in foreign exchange markets
- Recurrence plots and Shannon entropy for a dynamical analysis of asynchronisms in noninvasive mechanical ventilation
- Recurrence quantity analysis based on matrix eigenvalues
- RECURRENCE PLOT AND RECURRENCE QUANTIFICATION ANALYSIS TECHNIQUES FOR DETECTING A CRITICAL REGIME.
- Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients: detecting switching volatility regimes
- Transfer entropy on symbolic recurrences
- Application of symbolic recurrence to experimental data, from firearm prevalence to fish swimming
- Episodic nonlinearity in leading global currencies
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