VIASU, Ioana; CHILARESCU, Constantin - In: Timisoara Journal of Economics 5 (2012) 17, pp. 5-22
The main aim of this paper is to examine the qualities of the mixed diffusion-jump process whose parameters are random variables. The hypothesis of a Wiener geometric process applied to exchange rate has become doubtful at the beginning of the nineties, fact determined by a high leptokurtosis of...