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The Sub-Gaussian Distribution of Currency Futures: Stable Paretian or Nonstationary?

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References

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1997Do currency futures prices follow random walks?32 cited
1996The systematic risk of futures contracts32 cited
1995

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ON MODELING CROSS SECTIONAL DISTRIBUTIONS OF FINANCIAL RATIOS

27 cited

1990The probability distribution of futures prices in the foreign exchange market: A comparison of candidate processes26 cited

1992AN ALTERNATIVE APPROACH FOR DETERMINING HEDGE RATIOS FOR FUTURES CONTRACTS18 cited