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Levy models and long correlations applied to the study of exchange traded funds - MaRDI portal

Levy models and long correlations applied to the study of exchange traded funds (Q3636739)

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Levy models and long correlations applied to the study of exchange traded funds
scientific article

    Statements

    title
    Levy models and long correlations applied to the study of exchange traded funds (English)
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    publication date
    29 June 2009
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    zbMATH Keywords
    Lévy flight
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    exchange traded funds
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    long memory effects
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    Identifiers

    Mathematics Subject Classification ID
    91B28
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    60H25
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    60H30
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    zbMATH DE Number
    5571413
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    OpenAlex ID
    W2073726944
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