Financial returns modelled by the product of two stochastic processes -- a study of daily sugar prices, 1961--79 (Q3374305)
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scientific article; zbMATH DE number 5010678
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| English | Financial returns modelled by the product of two stochastic processes -- a study of daily sugar prices, 1961--79 |
scientific article; zbMATH DE number 5010678 |
Statements
9 March 2006
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autocorrelation analyses
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parameter estimates
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0.7498729825019836
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0.7114989757537842
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0.7109462022781372
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0.7078745365142822
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