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Exponentially Damped Levy Flights, Multiscaling, and Exchange Rates

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Author Info
Sergio Da Silva (Federal University of Rio Grande Do Sul, Brazil)

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File URL: http://129.3.20.41/eps/fin/papers/0405/0405027.pdf
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Paper provided by EconWPA in its series Finance with number 0405027.

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Date of creation: 21 May 2004
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Handle: RePEc:wpa:wuwpfi:0405027

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Web page: http://129.3.20.41

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G - Financial Economics

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Andrew W. Lo, A. Craig MacKinlay, 1988. "Stock Market Prices do not Follow Random Walks: Evidence from a Simple Specification Test," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 1(1), pages 41-66. [Downloadable!] (restricted)
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  2. Bondonio, Daniele, 2002. "Evaluating the Employment Impact of Business Incentive Programs in EU Disadvantaged Areas. A case from Northern Italy," P.O.L.I.S. department's Working Papers 27, Department of Public Policy and Public Choice - POLIS. [Downloadable!]
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  1. Sergio Da Silva, 2004. "International Finance, Levy Distributions, and the Econophysics of Exchange Rates," International Finance 0405018, EconWPA. [Downloadable!]
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This page was last updated on 2009-12-13.

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