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Stochastic modeling of currency exchange rates with novel validation techniques - MaRDI portal

Stochastic modeling of currency exchange rates with novel validation techniques (Q2158962)

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Stochastic modeling of currency exchange rates with novel validation techniques
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    Stochastic modeling of currency exchange rates with novel validation techniques (English)
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    26 July 2022
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    modeling
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    Ornstein-Uhlenbeck process
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    CKLS model
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    \(\mathcal{SGT}\) distribution
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    estimation
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    validation
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