Levy models and long correlations applied to the study of exchange traded funds

M. C. Mariani, J. D. Libbin, K. J. Martin, E. Ncheuguim, M. P. Beccar Varela, V. Kumar Mani, C. A. Erickson, Delia J. Valles-Rosales. Levy models and long correlations applied to the study of exchange traded funds. Int. J. Comput. Math., 86(6):1040-1053, 2009. [doi]

Abstract

Abstract is missing.