haku: @journal_id 619 / yhteensä: 54
viite: 38 / 54
Tekijä: | Kugler, P. Lenz, C. |
Otsikko: | Sind Wechselkursfluktuationen zufallig oder chaotisch? (Are exchange rate fluctuations random or chaotic?) |
Lehti: | Schweizerische Zeitschrift für Volkswirtschaft und Statistik
1990 : VOL. 126:2, p. 113-128 |
Asiasana: | FLOATING RATES TIME SERIES |
Kieli: | ger |
Tiivistelmä: | 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. |
SCIMA