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Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/49196
DC FieldValueLanguage
dc.contributor.authorBajo-Rubio, Oscaren_US
dc.contributor.authorFernández-Rodríguez, Fernandoen_US
dc.contributor.authorSosvilla Rivero,Simón Javieren_US
dc.date.accessioned2018-11-24T05:04:42Z-
dc.date.available2018-11-24T05:04:42Z-
dc.date.issued1992en_US
dc.identifier.issn0165-1765en_US
dc.identifier.urihttp://hdl.handle.net/10553/49196-
dc.description.abstractWe test for the presence of deterministic chaos on daily data for the (spot and forward) Spanish Peseta-U.S. Dollar exchange rates. The finding of a chaotic behaviour in the series allows us to make short-run predictions which in general outperform those from the random walk model.en_US
dc.languageengen_US
dc.relation.ispartofEconomics Lettersen_US
dc.sourceEconomics Letters[ISSN 0165-1765],v. 39, p. 207-211en_US
dc.subject53 Ciencias económicasen_US
dc.titleChaotic behaviour in exchange-rate series. First results for the Peseta-U.S. dollar caseen_US
dc.typeinfo:eu-repo/semantics/Articleen_US
dc.typeArticleen_US
dc.identifier.doi10.1016/0165-1765(92)90291-6en_US
dc.identifier.scopus44049119176-
dc.contributor.authorscopusid6602360618-
dc.contributor.authorscopusid6603053452-
dc.contributor.authorscopusid6701863324-
dc.description.lastpage211en_US
dc.description.firstpage207en_US
dc.relation.volume39en_US
dc.investigacionCiencias Sociales y Jurídicasen_US
dc.type2Artículoen_US
dc.description.numberofpages5en_US
dc.utils.revisionSíen_US
dc.date.coverdateEnero 1992en_US
dc.identifier.ulpgcSíen_US
dc.contributor.buulpgcBU-ECOen_US
dc.description.ssciSSCI-
dc.description.erihplusERIH PLUS-
item.grantfulltextnone-
item.fulltextSin texto completo-
crisitem.author.deptGIR Finanzas Cuantitativas y Computacionales-
crisitem.author.orcid0000-0002-8808-9286-
crisitem.author.parentorgDepartamento de Métodos Cuantitativos en Economía y Gestión-
crisitem.author.fullNameFernández Rodríguez,Fernando Emilio-
crisitem.author.fullNameSosvilla Rivero,Simón Javier-
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