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Fractional integration, stable distributions and long-memory models of foreign exchange rates

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Identiferoai:union.ndltd.org:mcgill.ca/oai:escholarship.mcgill.ca:b8515q06d
Date January 1999
CreatorsAssaf, Ata A.
ContributorsGalbraith, John (Supervisor)
PublisherMcGill University
Source SetsMcGill University
Languagehttp://id.loc.gov/vocabulary/iso639-2/eng
Detected LanguageEnglish
TypeThesis
RightsAll items in eScholarship@McGill are protected by copyright with all rights reserved unless otherwise indicated.
RelationPid: 35849, Proquest: NQ50104

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