Large time asymtotics of exchange rates via non-Gaussian semimartingale monetary dynamics
Gregory Gagnon
| Year of publication: |
2015
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|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011405877