Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies

Jorge Belaire-Franch (), Dulce Contreras and Lorena Tordera-Lledo

No 239, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Non-linearity; chaos; recurrence analysis (search for similar items in EconPapers)
JEL-codes: C19 F31 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cmp and nep-ets
Date: 2002-07-01
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