Pages that link to "Item:Q1873904"
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The following pages link to Autocorrelation as a source of truncated Lévy flights in foreign exchange rates (Q1873904):
Displaying 9 items.
- Jump diffusion models and the evolution of financial prices (Q715465) (← links)
- Negative autocorrelation around large jumps in intra-day foreign exchange data (Q1389584) (← links)
- Exponentially damped Lévy flights (Q1397360) (← links)
- On the origins of truncated Lévy flights (Q1399052) (← links)
- International finance, Lévy distributions, and the econophysics of exchange rates (Q1765134) (← links)
- Continuous Markovian model for Lévy random walks with superdiffusive and superballistic regimes (Q1938090) (← links)
- Diffusion equations and the time evolution of foreign exchange rates (Q2354796) (← links)
- Autocorrelation and the sum of stochastic variables (Q2479090) (← links)
- Modeling and simulation of financial returns under non-Gaussian distributions (Q6156468) (← links)
