Abstract
In this paper, we aim to analyze the chaotic structure of the daily Euro/USD parity. The examined data covers the period of 01/01/2004 and 03/04/2018. In this context firstly, to determine chaotic behavior of daily Euro/USD rates, the BDS test was used. And following, the chaotic behavior was examined by Largest Lyapunov Exponents (LLE) and Henon Map methods. The results proved the existence of chaotic structure in the data.
Keywords
Chaotic
Lyapunov exponent
Context (archaeology)
Mathematics
Econometrics
Hénon map
Statistics
Computer science
Artificial intelligence
Geography
Subject Areas
Complex Systems and Time Series Analysis
·Economics and Econometrics ·Social Sciences
Chaos control and synchronization
·Statistical and Nonlinear Physics ·Physical Sciences
Statistical Mechanics and Entropy
·Statistical and Nonlinear Physics ·Physical Sciences
Citations by Year
2022: 1
2025: 1
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