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

• 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
• Institution: De La Salle University

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...