Autocorrelation as a source of truncated Lévy flights in foreign exchange rates
Year of publication: |
2003
|
---|---|
Authors: | Figueiredo, Annibal ; Gleria, Iram ; Matsushita, Raul ; Da Silva, Sergio |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 323.2003, C, p. 601-625
|
Publisher: |
Elsevier |
Subject: | Truncated Lévy flights | Foreign exchange rates |
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