Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
type: Item
instance of: scholarly article
title: Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
zbMATH Open document ID: 1006.60011
DOI: 10.1016/S0895-7177(01)00113-3
author: R. Smith
published in: Mathematical and Computer Modelling
publication date: 2002-06-13T00:00:00Z
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 91B24
zbMATH DE Number: 1755424
zbMATH Keywords: rate models
zbMATH Keywords: heavy tailed distribution
zbMATH Keywords: stable Lévy motions
describes a project that uses: STABLE
describes a project that uses: longmemo
MaRDI profile type: Publication
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Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (full work available at URL)
full work available at URL: s0895-7177(01)00113-3

Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence (OpenAlex ID)
OpenAlex ID: W3124780119