On stochasticity and turbulence in the federal funds market

International Journal of Systems Science

Volumn 32, Issue 1, 2001, Pages 43-52

  Andreadis, Ioannis ^a   Serletis, Apostolos ^b  

^a UNIVERSITY OF STUTTGART   (Germany)

^b UNIVERSITY OF CALGARY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

BROWNIAN MOVEMENT; ECONOMICS; MATHEMATICAL MODELS; PROBABILITY DENSITY FUNCTION;

COLOURED NOISE MODEL; FEDERAL FUNDS MARKET; FRACTIONAL BROWNIAN MOTION;

STATISTICAL TESTS;

EID: 0035240725     PISSN: 00207721     EISSN: None     Source Type: Journal    
DOI: 10.1080/00207720118727     Document Type: Article

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