Sparseness and roughness of foreign exchange rates

International Journal of Modern Physics C

Volumn 9, Issue 5, 1998, Pages 711-719

  Vandewalle, N ^a   Ausloos, M ^a  

^a UNIVERSITY OF LIÈGE   (Belgium)

Author keywords

ARCH modeling; Brownian motion; Currency exchange rates; Multiaffine analysis; Stationarity; Temporal correlations

Indexed keywords

EID: 0347890139     PISSN: 01291831     EISSN: None     Source Type: Journal    
DOI: 10.1142/S0129183198000613     Document Type: Article

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