Large time asymtotics of exchange rates via non-Gaussian semimartingale monetary dynamics
Year of publication: |
2015
|
---|---|
Authors: | Gagnon, Gregory |
Published in: |
Progress in economics research. - New York : Nova Science Publishers, ISSN 1549-1552, ZDB-ID 3092663-4. - Vol. 31.2015, p. 115-132
|
Subject: | Hartman-Grobman theorem | Wechselkurs | Exchange rate | Volatilität | Volatility | Gauß-Prozess | Gaussian process | Martingal | Martingale | Theorie | Theory |
-
Currency risk : comovements and intraday cojumps
Lahaye, Jérôme, (2016)
-
Schilling, Linda, (2018)
-
Schilling, Linda, (2018)
- More ...
-
Exchange rate bifurcation in a stochastic evolutionary finance model
Gagnon, Gregory, (2012)
-
Exchange rate fluctuations in an economy with noise traders
Gagnon, Gregory, (2004)
-
Scarce collateral and bank reserves
Faig, Miquel, (2008)
- More ...