Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach

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Publication:2241128

DOI10.1007/s10479-019-03305-zzbMath1477.62287OpenAlexW2963492901MaRDI QIDQ2241128

Gurjeet Dhesi, Bilal Shakeel, Marcel Ausloos

Publication date: 8 November 2021

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-019-03305-z




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