Narrow search
Showing 1 - 3 of 3
Cover Image
Statistical long-term dependence in currency futures markets
Batten, Jonathan A. - In: Advances in Pacific Basin financial markets 4 (1998), pp. 159-170
Persistent link: https://www.econbiz.de/10001250669
Cover Image
Scaling laws in variance as a measure of long-term dependence
Batten, Jonathan A.; Ellis, Craig; Mellor, Robert - In: International review of financial analysis 8 (1999) 2, pp. 123-138
Persistent link: https://www.econbiz.de/10001495506
Cover Image
Scaling relationships of Gaussian processes
Batten, Jonathan A.; Ellis, Craig - In: Economics letters 72 (2001) 3, pp. 291-296
Persistent link: https://www.econbiz.de/10001602342