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Expansion rates and Lyapunov exponents

✍ Scribed by Schreiber, Sebastian


Book ID
125856507
Publisher
American Institute of Mathematical Sciences
Year
1997
Tongue
English
Weight
161 KB
Volume
3
Category
Article
ISSN
1078-0947

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Dimensions and Lyapunov exponents from e
✍ Mikael Bask πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 1018 KB

Detecting the presence of deterministic chaos in economic time series is an important problem that may be solved by measuring the largest Lyapunov exponent. In this paper we present estimates of the largest Lyapunov exponent in daily data for the Swedish Krona vs Deutsche Mark, ECU, U.S. Dollar and