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
Lyapunov exponents and dimensions determined from experimental time series
β Scribed by R. Stoop; P.F. Meier
- Book ID
- 113390326
- Publisher
- Elsevier Science
- Year
- 1987
- Tongue
- English
- Weight
- 29 KB
- Volume
- 2
- Category
- Article
- ISSN
- 0920-5632
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