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
9
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