Emre KAHRAMAN, Gazanfer UNAL

STEEL PRICE MODELLING WITH LEVY PROCESS

STEEL PRICE MODELLING WITH LEVY PROCESS

International Journal of Economics and Finance Studies

2012-Cilt: 4 Sayı: 1

101-110

Steel Modelling, ARMA, GARCH, COGARCH, Lévy Processes, Discrete Time Models, Continuous Time Models, Stochastic Modelling

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