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]
@inproceedings{BasterfieldBM03,
title = {Statistical properties of African FX rates: An application of the Stable Paretian Hypothesis},
author = {David Basterfield and Thomas Bundt and Grattan Murphy},
year = {2003},
doi = {10.1109/CIFER.2003.1196264},
url = {http://dx.doi.org/10.1109/CIFER.2003.1196264},
researchr = {https://researchr.org/publication/BasterfieldBM03},
cites = {0},
citedby = {0},
pages = {223-229},
booktitle = {2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
publisher = {IEEE},
isbn = {0-7803-7654-4},
}