This paper focuses on the cross-dynamics of exchange rate expectations over different time-scales. We use overthe-counter currency options on the euro, Japanese yen, and British pound vis-a`-vis the U.S. dollar to extract expected probability density functions of future exchange rates, and apply rec
β¦ LIBER β¦
Wavelet analysis and nonlinear dynamics in a nonextensive setting
β Scribed by L.G. Gamero; A. Plastino; M.E. Torres
- Book ID
- 108451775
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 1017 KB
- Volume
- 246
- Category
- Article
- ISSN
- 0378-4371
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