Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns: Can non-linear dynamics help forecasting?
A Aydin CecenDepartment of Economics, Central Michigan University, Sloan Hall 307, Mt. Pleasant, MI 48859, USACahit ErkalOklahoma School of Science and Mathematics, 1141 N. Lincoln Boulevard, Oklahoma City, OK 773104-2847, USA
1996en
ABI
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Cited by 20 references