Distinguishing between stochastic and deterministic behavior in foreign exchange rate returns: Further evidence

Author:

Aydin Cecen A.,Erkal Cahit

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference23 articles.

1. The message in daily exchange rates: A conditional variance tale;Baillie;Journal of Business and Economic Statistics,1989

2. Intra-day and inter-market volatility in foreign exchange rates;Baillie;Review of Economic Studies,1991

3. Bajo-Rubio, O., F. Fernandez-Rodriguez and S. Sosvilla-Rivero, Chaotic behavior in exchange-rate series; the first results for the Peseta-U.S. Dollar case, Economic Letters 39, 207–211.

4. A test for independence based on the correlation dimension;Brock,1987

5. Predictability and low-dimensional chaos in foreign exchange rate returns: Further evidence;Cecen,1994

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