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"Levy models and long correlations applied to the study of exchange traded ..."

Maria C. Mariani et al. (2009)

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DOI: 10.1080/00207160902763765

access: closed

type: Journal Article

metadata version: 2023-05-18

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Maria C. Mariani, J. D. Libbin, K. J. Martin, E. Ncheuguim, Maria P. Beccar-Varela, V. Kumar Mani, C. A. Erickson, Delia J. Valles-Rosales:
Levy models and long correlations applied to the study of exchange traded funds. Int. J. Comput. Math. 86(6): 1040-1053 (2009)

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