Marinelli C.

C. Marinelli

Information about the author C. Marinelli will soon be added to the site.
Found 1 papers in total
Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
Subordinated exchange rate models: Evidence for heavy tailed distributions and long-range dependence
2001
We investigate the main properties of high-frequency exchange rate data in the setting...
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