Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates

Sergio Da Silva

Finance from University Library of Munich, Germany

JEL-codes: G (search for similar items in EconPapers)
Date: 2004-05-14
New Economics Papers: this item is included in nep-ets, nep-fin and nep-ifn
Note: Type of Document - pdf
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Citations: View citations in EconPapers (1)

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Related works:
Journal Article: Autocorrelation as a source of truncated Lévy flights in foreign exchange rates (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpfi:0405018

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