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Lévy homeomorphic parametrization and exponential families

✍ Scribed by Ole Barndorff-Nielsen

Publisher
Springer
Year
1969
Tongue
English
Weight
112 KB
Volume
12
Category
Article
ISSN
1432-2064

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We employ our previously suggested exponentially damped LÃ evy ight (Physica A 326 (2003) 544) to study the multiscaling properties of 30 daily exchange rates against the US dollar together with a ÿctitious euro-dollar rate (Physica A 286 (2000) 353). Though multiscaling is not theoretically seen in