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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Yi Ding Shucheng Li Lin Li |
| Copyright Year | 2009 |
| Abstract | The dynamical theory of chaos is the new analysis method of study on the exchange rate undulation in the foreign exchange market. In order to study the chaos behavior of the Euro exchange rate, this paper put the purchase price of the RMB to the Euro as the sample and analyzes the nonlinear character of the Euro exchange rate. This paper figures out the Hurst exponent by the R/S analysis and confirms the chaos behavior of the Euro exchange rate accordingly, and then the paper tests the nonlinear character of the Euro exchange rate by the GARCH Model at finally. |
| Starting Page | 599 |
| Ending Page | 602 |
| File Size | 488514 |
| Page Count | 4 |
| File Format | |
| ISBN | 9781424435814 |
| DOI | 10.1109/ETCS.2009.394 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2009-03-07 |
| Publisher Place | China |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Chaos Time series analysis Chaos Behavior Predictive models Power system modeling R/S Analysis Exchange rates Economic forecasting Macroeconomics Computer science education Mathematical model Autocorrelation Exchange rate undulation |
| Content Type | Text |
| Resource Type | Article |
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