Nonlinear Dependencies And Chaos In The Exhange Rate Of The Dollar
Employing the daily broad dollar index we conduct a battery of tests for the presence olfow-dimension chaos. The dollar index return series is subjected tu Correlation Dimension tests, EDS tests, and tests fi1r entropy. While wefind strong evidence ofnonlinear dependence in the data, the evidence is...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
People & Global Business Association (P&GBA)
2008-03-01
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| Series: | Global Business and Finance Review |
| Subjects: | |
| Online Access: | http://www.gbfrjournal.org/pds/journal/thesis/20150622172833-B1KI0.pdf |