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)
Date: 2002-07-01
New Economics Papers: this item is included in nep-cmp and nep-ets
References: Add references at CitEc
Citations: View citations in EconPapers (23)

Downloads: (external link)
http://www.uv.es/~belaire/RQApaper.pdf main text (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:239

Access Statistics for this paper

More papers in Computing in Economics and Finance 2002 from Society for Computational Economics Contact information at EDIRC.
Bibliographic data for series maintained by Christopher F. Baum ().