Autocorrelation as a source of truncated Lévy flights in foreign exchange rates (Q1873904): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q709432
Property / author
 
Property / author: Iram M. Gléria / rank
Normal rank
 

Revision as of 14:55, 20 February 2024

scientific article
Language Label Description Also known as
English
Autocorrelation as a source of truncated Lévy flights in foreign exchange rates
scientific article

    Statements

    Autocorrelation as a source of truncated Lévy flights in foreign exchange rates (English)
    0 references
    0 references
    0 references
    0 references
    0 references
    21 May 2003
    0 references
    0 references
    convergence
    0 references
    scaling power laws
    0 references
    return probability
    0 references