This paper tests the properties of the zloty-dollar exchange rate for the possible presence of unknown non-linearities. It concludes that there is strong evidence for the presence of an underlying non-linear process which is possibly chaotic. A non-linear model which allows for discrete switching be
โฆ LIBER โฆ
Strong dependence in the nominal exchange rates of the Polish zloty
โ Scribed by L. A. Gil-Alana; M. Nazarski
- Publisher
- John Wiley and Sons
- Year
- 2006
- Tongue
- English
- Weight
- 530 KB
- Volume
- 23
- Category
- Article
- ISSN
- 1524-1904
- DOI
- 10.1002/asmb.640
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