Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach
Crossref DOI link: https://doi.org/10.1007/s10479-019-03305-z
Published Online: 2019-07-23
Published Print: 2021-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Dhesi, Gurjeet
Shakeel, Bilal
Ausloos, Marcel
Text and Data Mining valid from 2019-07-23
Version of Record valid from 2019-07-23
Article History
First Online: 23 July 2019