Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522)
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scientific article; zbMATH DE number 1755424
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence |
scientific article; zbMATH DE number 1755424 |
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Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (English)
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13 June 2002
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rate models
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heavy tailed distribution
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stable Lévy motions
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