Statistical properties of African FX rates: An application of the Stable Paretian Hypothesis

David Basterfield, Thomas Bundt, Grattan Murphy. Statistical properties of African FX rates: An application of the Stable Paretian Hypothesis. In 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003. pages 223-229, IEEE, 2003. [doi]

Authors

David Basterfield

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Thomas Bundt

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Grattan Murphy

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