Scandinavian Working Papers in Economics
Umeå Economic Studies,
Umeå University, Department of Economics
No 465: Essays on Exchange Rates: Deterministic Chaos and Technical Analysis
Mikael Bask ()
Additional contact information
Mikael Bask: Department of Economics, Umeå University, Postal: S 901 87 Umeå, Sweden
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
JEL-codes: C12; C14; C15; C62; E12; E44; F31
153 pages, May 17, 1998
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