Levy models and long correlations applied to the study of exchange traded funds (Q3636739)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Levy models and long correlations applied to the study of exchange traded funds |
scientific article; zbMATH DE number 5571413
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Levy models and long correlations applied to the study of exchange traded funds |
scientific article; zbMATH DE number 5571413 |
Statements
Levy models and long correlations applied to the study of exchange traded funds (English)
0 references
29 June 2009
0 references
Lévy flight
0 references
exchange traded funds
0 references
long memory effects
0 references
0 references
0.687059223651886
0 references
0.6844514012336731
0 references
0.6823339462280273
0 references
0.6812264323234558
0 references
