Advances in Continuous and Discrete Models

Theory and Modern Applications

Table 4 Empirical results for SHCI, SZCI, CSI 500 and CSI 300

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

Index	Ĥ	μ̂	σ̂
SHCI	0.682513	4.178546%	23.791706%
SZCI	0.628433	6.364651%	27.959811%
CSI 500	0.648147	8.231270%	29.632420%
CSI 300	0.669058	7.913422%	24.097578%

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