International Journal of Forecasting · 1999 · 70 citations · 24 references
Social SciencesEconomicsFinanceFinancial EconomicsInternational FinanceMonetary EconomicsEconomic ForecastingExchange Rate DeterminationExchange RatesForeign Exchange RiskTime Series EconometricsTime Series ForecastingCurrency ForecastingFinancial Time Series ForecastingNonlinear Forecasting ModelsNonlinear Time Series ForecastingReal Exchange Rate Fluctuations
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Determining Lyapunov exponents from a time series
Alan Wolf, J. B. Swift, Harry L. Swinney et al. · Physica D Nonlinear Phenomena · 1985 · 9.4K citations · Full text
Measuring the strangeness of strange attractors
Peter Grassberger, Itamar Procaccia · Physica D Nonlinear Phenomena · 1983 · 5.6K citations
Empirical exchange rate models of the seventies
Richard Meese, Kenneth Rogoff · Journal of International Economics · 1983 · 4.2K citations
Social Sciences, Economics, Finance +12
Oscillation and Chaos in Physiological Control Systems
Michael C. Mackey, Leon Glass · Science · 1977 · 4.1K citations