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Advances in Continuous and Discrete Models

Theory and Modern Applications

Figure 6 | Advances in Continuous and Discrete Models

Figure 6

From: Parameter estimation for discretized geometric fractional Brownian motions with applications in Chinese financial markets

Figure 6

Upper-left: Sample ACF for the SHCI log-returns. Here and in what follows, the horizontal lines in graphs displaying sample ACFs are set as the 95% confidence bands corresponding to the ACF of iid Gaussian white noise. Upper-right: Sample ACF for the SZCI log-returns. Lower-left: Sample ACF for the CSI 500 log-returns. Lower-right: Sample ACF for the CSI 300 log-returns

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