[R-SIG-Finance] [R-sig-finance] An extensive set of scaling laws...
Alberto Santini
albertosantini at gmail.com
Wed Feb 4 12:14:07 CET 2009
A new paper by Olsen World. :)
http://www.olsen.ch/publications/working-papers/
An extensive set of scaling laws and the FX coastline
J. B. Glattfelder, A. Dupuis and R. B. Olsen
2008
http://www.olsen.ch/fileadmin/Publications/Working_Papers/sl-1.pdf
Regards,
Alberto Santini
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