Ch.5: Persistent Behavior Of The Distance Between Exchange Rates Series And Their Surrogates: An Investigation Of Signal to Noise Ratio


Büyüklü A. H.

Nonlinear Studies: The FinancialMarkets And Foreign Exchange Rate, VDM-Verlag, Atin Das,Dr Pritha Das, Editör, VDM Verlag Dr. Müller, Delaware, ss.50-69, 2010

  • Basım Tarihi: 2010
  • Yayınevi: VDM Verlag Dr. Müller
  • Basıldığı Şehir: Delaware
  • Sayfa Sayıları: ss.50-69
  • Editörler: Atin Das,Dr Pritha Das, Editör

Özet

In this work, we represented the SNR fluctuations of eight ForEx rates series. Our maincontribution is to illustrate that the SNR fluctuations in ForEx series are in long-term behavior and have a persistent path. We also discussed the possible situations on asynthetic system including Lorenz series. It is shown that the historical evolution of exchange rates give rise to predictable relative noise level fluctuations.In this work, we represented the SNR fluctuations of eight ForEx rates series. Our maincontribution is to illustrate that the SNR fluctuations in ForEx series are in long-term behavior and have a persistent path. We also discussed the possible situations on asynthetic system including Lorenz series. It is shown that the historical evolution of exchange rates give rise to predictable relative noise level fluctuations.