Conditionally exponential dependence model for asset returns
نویسندگان
چکیده
منابع مشابه
Model for Asset Returns and FractalMarket Hypothesis
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ژورنال
عنوان ژورنال: Applied Mathematics Letters
سال: 1997
ISSN: 0893-9659
DOI: 10.1016/s0893-9659(96)00102-4