Konu "Alpha-stable distributions" için Finans ve Bankacılık Bölümü Makale Koleksiyonu listeleme
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Power laws in financial markets: Scaling exponent H and alpha-stable distributions
(CIBER Institute, 2015)In this study, we analyzed whether daily returns of Brent crude oil, dollar/yen foreign exchange, Dow&Jones Industrial Average Index and 12-month libor display power law features in the scaling exponent and probability ...