Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns: Can non-linear dynamics help forecasting?

✍ Scribed by A.Aydin Cecen; Cahit Erkal

• Book ID: 114174923
• Publisher: Elsevier Science
• Year: 1996
• Tongue: English
• Weight: 573 KB
• Volume: 12
• Category: Article
• ISSN: 0169-2070
• DOI: 10.1016/s0169-2070(96)00686-3