Title of article :
Scaling relationships of Gaussian processes
Author/Authors :
Batten، Jonathan نويسنده , , Ellis، Craig نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2001
Pages :
-290
From page :
291
To page :
0
Abstract :
Asset returns conforming to a Gaussian random walk are characterised by the temporal independence of the moments of the distribution. Employing currency returns, this note demonstrates the conditions that are necessary for risk to be estimated in this manner.
Keywords :
Cigarette demand , Health information , Rational addiction
Journal title :
Economics Letters
Serial Year :
2001
Journal title :
Economics Letters
Record number :
21706
Link To Document :
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