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Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns : can non-linear dynamics help forecasting

Cecen, A. A. - In: International journal of forecasting 12 (1996) 4, pp. 465-473

Persistent link: https://www.econbiz.de/10001214771

Distinguishing between stochastic and deterministic behavior in foreign exchange rate returns : further evidence

Cecen, A. A. - In: Economics letters 51 (1996) 3, pp. 323-329

Persistent link: https://www.econbiz.de/10001200985

Exchange rate dynamics, central bank interventions and chaos control methods

Westerhoff, Frank; Wieland, Cristian - 2003

Persistent link: https://www.econbiz.de/10001739048

Exchange rate dynamics, central bank interventions and chaos control methods

Wieland, Cristian; Westerhoff, Frank H. - In: Journal of economic behavior & organization : JEBO 58 (2005) 1, pp. 117-132

Persistent link: https://www.econbiz.de/10003137733

A dynamic exchange rate model with heterogeneous agents

Gori, Michele; Ricchiuti, Giorgio - In: Journal of evolutionary economics : JEE 28 (2018) 2, pp. 399-415

Persistent link: https://www.econbiz.de/10011948958

Explaining the stylized facts of foreign exchange markets with a simple agent-based version of Paul de Grauwe's chaotic exchange rate model

Mignot, Sarah; Westerhoff, Frank H. - 2023

We propose a simple agent-based version of Paul de Grauwe's chaotic exchange rate model. In particular, we assume that each speculator follows his own technical and fundamental trading rule. Moreover, a speculator's choice between these two trading philosophies depends on his individual...