search query: @author Kugler, P. / total: 7
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| Author: | Kugler, P. Lenz, C. |
| Title: | Sind Wechselkursfluktuationen zufallig oder chaotisch? (Are exchange rate fluctuations random or chaotic?) |
| Journal: | Schweizerische Zeitschrift für Volkswirtschaft und Statistik
1990 : VOL. 126:2, p. 113-128 |
| Index terms: | FLOATING RATES TIME SERIES |
| Language: | ger |
| Abstract: | The article presents the Brock-Dechert- Scheinkman test to differentiate between stochastic and chaotic (non-linear but deterministic) relationships. The test is applied to weekly data of the exchange rate of US $ against Swiss franc, French franc and Japanese yen in the 1974-83 period. |
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