Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates
| Year of publication: |
2004-05-14
|
|---|---|
| Authors: | Silva, Sergio Da |
| Institutions: | EconWPA |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Type of Document - pdf |
| Classification: | G - Financial Economics |
| Source: |
Persistent link: https://www.econbiz.de/10005134849