مرکز منطقه ای اطلاع رساني علوم و فناوري - Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns: Can non-linear dynamics help forecasting?

Title of article :

Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns: Can non-linear dynamics help forecasting?

Author/Authors :

A. AydinCecen، نويسنده , , CahitErkal، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 1996

Pages :

From page :

465

To page :

473

Keywords :

GARCH model , Low·dimensional chaos: Correlation dimension

Journal title :

International Journal of Forecasting

Serial Year :

1996

Journal title :

International Journal of Forecasting

Record number :

178682

Link To Document :

https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=178682