Scaling relationships of Gaussian processes
Year of publication: |
2001
|
---|---|
Authors: | Batten, Jonathan A. ; Ellis, Craig |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 72.2001, 3, p. 291-296
|
Subject: | Währungsderivat | Currency derivative | Risikoprämie | Risk premium | Zeitreihenanalyse | Time series analysis | Theorie | Theory |
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