Cointegration of stochastic multifractals with application to foreign exchange rates

✍ Scribed by V.V. Anh; Q.M. Tieng; Y.K. Tse

• Publisher: John Wiley and Sons
• Year: 2000
• Tongue: English
• Weight: 270 KB
• Volume: 7
• Category: Article
• ISSN: 0969-6016
• DOI: 10.1016/s0969-6016(00)00005-8