Munich Personal RePEc Archive

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Number of items: 4.

1 September 2012

Teneng, Dean (2012): Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian.

26 June 2013

Teneng, Dean (2013): NIG-Levy process in asset price modeling: case of Estonian companies. Published in: Proceedings of 30th International Conference Mathematical Methods in Economics , Vol. 2, (11 September 2012): pp. 891-896.

Teneng, Dean (2013): Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes.

27 June 2013

Teneng, Dean (2013): A note on NIG-Levy process in asset price modeling: case of Estonian companies.

This list was generated on Sat Aug 17 20:17:55 2019 CEST.
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