OSUVA - Selaus tekijän "Falzon, Joseph" mukaan
-
Testing the alpha-stable Lévy hypothesis on US stock market data
Falzon, Joseph (22.04.2024)
Pro gradu -tutkielmaThis study tests whether the alpha-stable Lévy hypothesis applies to US stock market data, namely, Dow Jones Industrial Average (DJIA). It makes use of daily data on the closing price of the DJIA, spanning from 28th May ...