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Please use this identifier to cite or link to this item: http://hdl.handle.net/10553/72597
DC FieldValueLanguage
dc.contributor.authorBajo Rubio, Oen_US
dc.contributor.authorFernández Rodríguez, Fernandoen_US
dc.contributor.authorSosvilla Rivero,Simón Javieren_US
dc.date.accessioned2020-05-19T12:57:00Z-
dc.date.available2020-05-19T12:57:00Z-
dc.date.issued1992en_US
dc.identifier.issn0165-1765en_US
dc.identifier.otherWoS-
dc.identifier.urihttp://hdl.handle.net/10553/72597-
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 (2), p. 207-211, (Junio 1992)en_US
dc.subject531008 Acuerdos monetarios internacionalesen_US
dc.subject.otherModelos económetricosen_US
dc.subject.otherDolaren_US
dc.subject.otherPesetaen_US
dc.titleChaotic behavior in exchange-rate series: 1st results for the peseta-United States dollar caseen_US
dc.typeinfo:eu-repo/semantics/Articleen_US
dc.typeArticleen_US
dc.identifier.isiA1992JN93100014-
dc.description.lastpage211en_US
dc.identifier.issue2-
dc.description.firstpage207en_US
dc.relation.volume39en_US
dc.investigacionCiencias Sociales y Jurídicasen_US
dc.type2Artículoen_US
dc.contributor.daisngid1272996-
dc.contributor.daisngid1514720-
dc.contributor.daisngid514725-
dc.description.numberofpages5en_US
dc.utils.revisionSíen_US
dc.contributor.wosstandardWOS:BAJORUBIO, O-
dc.contributor.wosstandardWOS:FERNANDEZRODRIGUEZ, F-
dc.contributor.wosstandardWOS:SOSVILLARIVERO, S-
dc.date.coverdateJunio 1992en_US
dc.identifier.ulpgcSíes
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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