Umeå Economic Studies, Department of Economics, Umeå University
No 465:
Essays on Exchange Rates: Deterministic Chaos and Technical Analysis
Mikael Bask ()
Abstract: This thesis consists of four papers. The first three deal
with deterministic chaos in exchange rate series whereas the fourth deals
with technical analysis in the foreign exchange market. Paper [i] (
Keywords: Chartists; Correlation dimension; Delay reconstruction map; Deterministic chaos; Embeddings; Endogenous speculative bubbles; Exchange rates; Fundamentalists; Lyapunov exponents; Momentum lines; Moving averages; Moving blocks bootstrap; Phase space reconstruction; Technical analysis; (follow links to similar papers)
JEL-Codes: C12; C14; C15; C62; E12; E44; F31; (follow links to similar papers)
153 pages, May 17, 1998
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