Autocorrelation as a source of truncated Lévy flights in foreign exchange rates - Concepedia

Concepedia

Publication | Closed Access

Autocorrelation as a source of truncated Lévy flights in foreign exchange rates

24

Citations

7

References

2003

Year

Annibal Figueiredo, Iram Gléria, Raul Matsushita, Sérgio Da Silva

Physica A Statistical Mechanics and its Applications

EconomicsInternational FinanceMacroeconomicsExchange Rate MovementTruncated Lévy FlightsEconometricsExchange RateBusinessLevy ProcessForeign Exchange MarketFinanceForeign Exchange Rates

References

	Year	Citations

Page 1