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Essays on Exchange Rates Deterministic Chaos and Technical Analysis

Introduction

Detecting chaotic dynamics in observed time series

Reconstruction of the dynamics

Embeddings

Choosing the proper reconstruction parameters

Ergodic quantities

Lyapunov exponents

Testing for chaotic dynamics in observed time series

Statistical framework

Short summaries of Papers [i]

Short summaries of Papers [ii]

Short summaries of Papers [iii]

Technical analysis in the foreign exchange market

Technical analysis

Moving averages

Momentum lines

Endogenous speculative bubbles

Summary of Paper [iv]

Concluding remarks

References A-H

References J-Z

Book: Exchange Rates

Mikael Bask:

Essays on Exchange Rates Deterministic Chaos and Technical Analysis

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