Short-Run Fluctuations in Foreign Exchange Rates: An Exploration of the Data

The variation of certain speculative prices

1997 • 4,766 citations

A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices

1973 • 2,868 citations

Abstract--Measuring Nonstationarity in the Stochastic Process of Asset Returns

1975 • 1 citations