Research

@article{CKLS_2019,

title = {Stochastic modelling of currency exchange rates with novel validation techniques},

author = {Grzegorz Sikora and Anna Michalak and Lukasz Bielak and Pawel Mista and Agnieszka Wylomanska},

doi = {https://doi.org/10.1016/j.physa.2019.04.098},

issn = {0378-4371},

year  = {2019},

date = {2019-01-01},

journal = {Physica A: Statistical Mechanics and its Applications},

volume = {523},

pages = {1202 - 1215},

publisher = {Elsevier},

keywords = {CKLS model, Economy, Modeling, Ornstein-Uhlenbeck process, Risk factors, SGT distribution},

pubstate = {published},

tppubtype = {article}

}