Short-Run Fluctuations in Foreign Exchange Rates: An Exploration of the Data
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References listed on IDEAS
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- Benoit Mandelbrot, 1963.
"The Variation of Certain Speculative Prices,"
The Journal of Business,
University of Chicago Press, vol. 36, pages 394.
- Hinich, Melvin J. & Roll, Richard, 1975. "Abstract–Measuring Nonstationarity in the Stochastic Process of Asset Returns," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(04), pages 687-687, November.
- Clark, Peter K, 1973. "A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices," Econometrica, Econometric Society, vol. 41(1), pages 135-55, January.
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