Scaling relationships of Gaussian processes
Year of publication: |
2001
|
---|---|
Authors: | Batten, Jonathan ; Ellis, Craig |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 72.2001, 3, p. 291-296
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Decomposing intraday dependence in currency markets : evidence from the AUD/USD spot market
Batten, Jonathan, (2005)
-
Parameter estimation bias and volatility scaling in Black?Scholes option prices
Batten, Jonathan, (2005)
-
Parameter estimation bias and volatility scaling in Black-Scholes option prices
Batten, Jonathan A., (2005)
- More ...