The L<sub>2</sub> – Structure of Subordinated Solution of Continuous-Time Bilinear Time Series
The models of stochastic subordination, or random time indexing, has been recently applied to model financial returns Xtt≥0 exhibiting some characteristic periods of constant values for instance exchange rate. In reality, sharp and large variations for X(t) do occur. These sharp and large variations...
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| Formato: | Capítulo de libro |
| Lenguaje: | inglés |
| Publicado: |
IntechOpen
2022
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| Materias: | |
| Acceso en línea: | https://www.intechopen.com/chapters/82533 |
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