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

Sun, Lin; Chen, Jianxin; Lu, Xianggang

doi:10.1186/s13662-022-03743-3

Advances in Continuous and Discrete Models

Theory and Modern Applications

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Last updated: Tue, 7 May 2024 4:18:42 Z

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

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