Modelling of stochastic fat-tailed auto-correlated processes: an application to short-term rates*.
| Autor: | Yashkir, Olga1 oandy@sympatico.ca, Yashkir, Yuri2 yyashkir@pro.on.ca |
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| Zdroj: | Quantitative Finance. Jun2003, Vol. 3 Issue 3, p195-200. 6p. 4 Charts, 8 Graphs. |
| Databáze: | Business Source Ultimate |
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