Type of publication: Book / Working Paper
Language: English
Notes:
Carpinteyro, Martha and Venegas-Martínez, Francisco and Martínez-García, Miguel Ángel (2018): Modeling Returns of Stock Indexes through Fractional Brownian Motion Combined with Jump Processes and Modulated by Markov Chains.
Classification: G15 - International Financial Markets
Source:
BASE
Persistent link: https://www.econbiz.de/10015262330