Chaotic features in Romanian transition economy as reflected onto the currency exchange rate
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DOI: 10.1016/j.chaos.2006.01.009
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Cited by:
- Cristescu, C.P. & Stan, C. & Scarlat, E.I., 2009. "The dynamics of exchange rate time series and the chaos game," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 388(23), pages 4845-4855.
- Ayan Bhattacharya & Rudra Sensarma, 2013.
"Non-linearities in Emerging Financial Markets: Evidence from India,"
IIM Kozhikode Society & Management Review, , vol. 2(2), pages 165-175, July.
- Ayan Bhattacharya & Rudra Sensarma, 2013. "Non-Linearites In Emerging Financial Markets: Evidence From India," Working papers 140, Indian Institute of Management Kozhikode.
- Mishra, Ritesh Kumar & Sehgal, Sanjay & Bhanumurthy, N.R., 2011.
"A search for long-range dependence and chaotic structure in Indian stock market,"
Review of Financial Economics, Elsevier, vol. 20(2), pages 96-104, May.
- Ritesh Kumar Mishra & Sanjay Sehgal & N.R. Bhanumurthy, 2011. "A search for long‐range dependence and chaotic structure in Indian stock market," Review of Financial Economics, John Wiley & Sons, vol. 20(2), pages 96-104, May.
- Çoban, Gürsan & Büyüklü, Ali H., 2009. "Deterministic flow in phase space of exchange rates: Evidence of chaos in filtered series of Turkish Lira–Dollar daily growth rates," Chaos, Solitons & Fractals, Elsevier, vol. 42(2), pages 1062-1067.
- Cristescu, Constantin P. & Stan, Cristina & Scarlat, Eugen I. & Minea, Teofil & Cristescu, Cristina M., 2012. "Parameter motivated mutual correlation analysis: Application to the study of currency exchange rates based on intermittency parameter and Hurst exponent," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(8), pages 2623-2635.
- Anagnostidis, Panagiotis & Emmanouilides, Christos J., 2015. "Nonlinearity in high-frequency stock returns: Evidence from the Athens Stock Exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 421(C), pages 473-487.
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