Title of article
Scaling relationships of Gaussian processes
Author/Authors
Batten، Jonathan نويسنده , , Ellis، Craig نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
-290
From page
291
To page
0
Abstract
Asset returns conforming to a Gaussian random walk are characterised by the temporal independence of the moments of the distribution. Employing currency returns, this note demonstrates the conditions that are necessary for risk to be estimated in this manner.
Keywords
Cigarette demand , Health information , Rational addiction
Journal title
Economics Letters
Serial Year
2001
Journal title
Economics Letters
Record number
21706
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