Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (Q1600522)

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scientific article; zbMATH DE number 1755424
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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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