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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| Format: | text |
| Language: | English |
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Animo Repository
1998
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| Online Access: | https://animorepository.dlsu.edu.ph/etd_doctoral/787 |
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| Institution: | De La Salle University |
| Language: | English |