Autocorrelation as a Source of Truncated Levy Flights in Foreign Exchange Rates

Sergio Da Silva ()

Finance from EconWPA

JEL-codes: G (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-ets, nep-fin and nep-ifn
Date: 2004-05-14
Note: Type of Document - pdf
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpfi:0405018

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