Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics

Ayoub Ammy-Driss(Ecole Supérieure d'Ingénieurs Léonard de Vinci), Matthieu Garcin(Pôle Léonard de Vinci)
Physica A Statistical Mechanics and its Applications
November 24, 2022
Cited by 43

Abstract


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