On the Detection of Nonlinearity in Foreign Exchange Data PDF Download

Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download On the Detection of Nonlinearity in Foreign Exchange Data PDF full book. Access full book title On the Detection of Nonlinearity in Foreign Exchange Data by Paolo Guarda. Download full books in PDF and EPUB format.

On the Detection of Nonlinearity in Foreign Exchange Data

Author: Paolo Guarda
Publisher:
ISBN:
Category : Foreign exchange
Languages : en
Pages : 56

Book Description

On the Detection of Nonlinearity in Foreign Exchange Data

Author: Paolo Guarda
Publisher:
ISBN:
Category : Foreign exchange
Languages : en
Pages : 56

Book Description

Nonlinear Dynamics and Economics

Author: William A. Barnett
Publisher: Cambridge University Press
ISBN: 9780521471411
Category : Business & Economics
Languages : en
Pages : 426

Book Description
This 1997 book presents developments in nonlinear economic dynamics along with related research from other fields, including mathematics, statistics, biology, and physics.

Nonlinear Exchange Rate Models

Author: Lucio Sarno
Publisher: International Monetary Fund
ISBN: 1451853491
Category : Business & Economics
Languages : en
Pages : 40

Book Description
This paper provides a selective overview of nonlinear exchange rate models recently proposed in the literature and assesses their contribution to understanding exchange rate behavior. Two key questions are examined. The first question is whether nonlinear autoregressive models of real exchange rates help resolve the "purchasing power parity (PPP) puzzles." The second question is whether recently developed nonlinear, regime-switching vector equilibrium correction models of the nominal exchange rate can beat a random walk model, the standard benchmark in the exchange rate literature, in terms of out-of-sample forecasting performance. Finally, issues related to the adequateness of standard methods of evaluation of (linear and nonlinear) exchange rate models are discussed with reference to different forecast accuracy criteria.

Identifying and Modelling Nonlinearities in Australian Foreign Exchange Rate Data by Means of Flexible Nonlinear Inference

Author: R. Becker
Publisher:
ISBN:
Category : Foreign exchange rates
Languages : en
Pages : 38

Book Description

Exploring Existence of Nonlinearity and Chaotic Behavior in Foreign Exchange Rate Systems

Author: Benzhou Wang
Publisher:
ISBN:
Category : Chaotic behavior in systems
Languages : en
Pages : 674

Book Description

Testing for Nonlinear Dependence in Daily Foreign Exchange Rate Changes

Author: David Arthur Hsieh
Publisher:
ISBN:
Category :
Languages : en
Pages :

Book Description

Nonlinear Dynamics in the Foreign Exchange Futures Market

Author: Laura E. Kodres
Publisher:
ISBN:
Category : Foreign exchange futures
Languages : en
Pages : 44

Book Description

An Empirical Assessment of Non-linearities in Models of Exchange Rate Determination

Author: Richard Meese
Publisher:
ISBN:
Category : Foreign exchange
Languages : en
Pages : 62

Book Description

Testing for Nonlinear Dependence in Daily Foreign Exchange Rate Changes

Author: David Hsieh
Publisher:
ISBN:
Category :
Languages : en
Pages : 38

Book Description

Nonlinear Dynamics, Chaos, and Instability

Author: William A. Brock
Publisher: MIT Press
ISBN: 9780262023290
Category : Business & Economics
Languages : en
Pages : 362

Book Description
Brock, Hsieh, and LeBaron show how the principles of chaos theory can be applied to such areas of economics and finance as the changing structure of stock returns and nonlinearity in foreign exchange.