Essays on Exchange Rates: Deterministic Chaos and Technical Analysis

Mikael Bask ()

No 465, Umeå Economic Studies from Umeå University, Department of Economics

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 (search for similar items in EconPapers)
JEL-codes: C12 C14 C15 C62 E12 E44 F31 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-fmk
Date: 1998-05-17
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http://www.econ.umu.se/ues/ues465.ps Introduction and summary of papers (application/postscript)
http://www.econ.umu.se/ues/ues465.ps.zip Introduction and summary of papers and papers (iii) and (iv) (application/postscript)
http://www.econ.umu.se/ues/ues465.pdf Introduction and summary of papers (application/pdf)
http://www.econ.umu.se/ues/ues465.pdf.zip Introduction and summary of papers and papers (iii) and (iv) (application/pdf)

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Persistent link: http://EconPapers.repec.org/RePEc:hhs:umnees:0465

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