Dhesi, G., Shakeel, B., & Ausloos, M. (2021). Modelling and forecasting the kurtosis and returns distributions of financial markets: Irrational fractional Brownian motion model approach. Annals of operations research, 299(1-2), 1397-1410. https://doi.org/10.1007/s10479-019-03305-z
Citace podle Chicago (17th ed.)Dhesi, Gurjeet, Bilal Shakeel, a Marcel Ausloos. "Modelling and Forecasting the Kurtosis and Returns Distributions of Financial Markets: Irrational Fractional Brownian Motion Model Approach." Annals of Operations Research 299, no. 1-2 (2021): 1397-1410. https://doi.org/10.1007/s10479-019-03305-z.
Citace podle MLA (9th ed.)Dhesi, Gurjeet, et al. "Modelling and Forecasting the Kurtosis and Returns Distributions of Financial Markets: Irrational Fractional Brownian Motion Model Approach." Annals of Operations Research, vol. 299, no. 1-2, 2021, pp. 1397-1410, https://doi.org/10.1007/s10479-019-03305-z.