The spectrum of euro-dollar

Long Memory in Economics

Volumn , Issue , 2007, Pages 69-107

  Brousseau, Vincent ^a  

^a EUROPEAN CENTRAL BANK   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84857257146     PISSN: None     EISSN: None     Source Type: Book    
DOI: 10.1007/978-3-540-34625-8_3     Document Type: Chapter

References (13)

1. Bachelier, L. (1900). Theorie de la speculation. Annales de l' ́ Ecole Normale Suṕerieure, 3, 21-86.
2. Besicovitch, A.S. (1929). Linear set of points of fractional dimension, Mathematische Annalen, 101, 161-198.
3. Black, F. and Scholes, M. (1973). The Pricing of Options and Corporate Liabilities. Journal of Political Economy, 81, 637-654.
4. Garman, M.B. and Kohlhagen, S.W. (1983). Foreign Currency Option Values. Journal of International Money and Finance, 2, 231-237.
5. Hausdorff, F. (1918). Dimension und aueres Ma?. Mathematische Annalen, 79, 157-179.
6. Ito, K. and McKean, H.P. (1974). Diffusion Processes and their Sample Paths. Springer Verlag.
7. Mandelbrot, B.B. (1973a). Formes nouvelles du hasard dans les sciences. ́ Economie Appliqúee, 26, 307-319.
8. Mandelbrot, B.B. (1973b). Le problíeme de la realite de cycles lents et le "syndrome de Joseph". ́ Economie Appliqúee, 26, 349-365.
9. Mandelbrot, B.B. (1973c). Le syndrome de la variance infinie et ses rapports avec la discontinuite des prix. ́ Economie Appliqúee, 26, 321-348.
10. Mandelbrot, B.B. (1997). Fractales, Hasard et Finance. Flammarion.
11. Mandelbrot, B.B. (1999). Multifractals and 1/f Noise. Springer Verlag.
12. Muller U. A., Dacorogna, M.M. Dave, R.D. Pictet, O.V., Olsen, R.B., andWard, J.R. (1993). Fractals and intrinsic time -A challenge to econometricians. Olsen and Associates Research Group, Preprint.
13. Press, W.H., Teukolsky, S.A., Vetterling, W.T. and Flannery, B.P. (1988). Numrerical Recipes in C. The Art of Scientific Computing. Cambridge University Press.