| 1. | Sikora, Grzegorz; Michalak, Anna; Bielak, Lukasz; Mista, Pawel; Wylomanska, Agnieszka Stochastic modelling of currency exchange rates with novel validation techniques Journal Article In: Physica A: Statistical Mechanics and its Applications, vol. 523, pp. 1202 - 1215, 2019, ISSN: 0378-4371. @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}
}
|
