Wechselkurse, Unsicherheit und Long Memory
By: Rolf Tschernig.
Series: Studies in contemporary economics
Publisher: Physica-Verlag
Published: 1994
Place of publication: Heidelberg
Language: ger
Number of pages: 230
Subjects: Foreign exchange rates -- Mathematical models.; Risk -- Mathematical models.; Stochastic processes.
Notes: Includes bibliographical references (p. [209]-222) and indexes.
Originally presented as the author's thesis (doctoral)--Universität München, 1992.