Fractal dimensions and the Lyapunov exponents in the Philippine foreign exchange market

Fractal dimensions and the Lyapunov exponents in the Philippine foreign exchange market

This dissertation is an empirical investigation of the P:US foreign exchange rate and volume trading behavior through the application of Chaos Theory. This nonlinear, financial analytical technique calls for the calculation of the correlation dimension as an estimate of the fractal dimension and the...

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Bibliographic Details
Main Author: Khanser, Marites Ariola
Format: text
Language:English
Published: Animo Repository 1998
Subjects:
Lyapunov exponents
Differential equations
Fractals
Dimension theory (Topology)
Foreign exchange market > Philippines
Mathematics
Online Access:https://animorepository.dlsu.edu.ph/etd_doctoral/787
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Institution: De La Salle University
Language: English

Internet

https://animorepository.dlsu.edu.ph/etd_doctoral/787

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