NON-GAUSSIAN STATISTICS OF OIL PRICING TIME-SERIES: A CASE STUDY (Q3573165): Difference between revisions
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Property / cites work: Elements for a theory of financial risks / rank | |||
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Property / cites work: Levy Statistics and Laser Cooling / rank | |||
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Property / cites work: Evidence of Markov properties of high frequency exchange rate data / rank | |||
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Property / cites work: Stochastic Process with Ultraslow Convergence to a Gaussian: The Truncated Lévy Flight / rank | |||
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Revision as of 00:09, 3 July 2024
scientific article
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English | NON-GAUSSIAN STATISTICS OF OIL PRICING TIME-SERIES: A CASE STUDY |
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NON-GAUSSIAN STATISTICS OF OIL PRICING TIME-SERIES: A CASE STUDY (English)
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30 June 2010
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stochastic
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fractal
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Lévy distribution
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