Levy models and long correlations applied to the study of exchange traded funds

Author： Mariani M. C. Libbin J. D. Martin K. J. Ncheuguim E. Varela M. P. Beccar Mani V. Kumar Erickson C. A. Valles-Rosales D. J.

Publisher： Taylor & Francis Ltd

ISSN： 0020-7160

Source： International Journal of Computer Mathematics, Vol.86, Iss.6, 2009-06, pp. : 1040-1053

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