Fractional integrated GARCH diffusion limit models (Q2510697)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fractional integrated GARCH diffusion limit models |
scientific article |
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Fractional integrated GARCH diffusion limit models (English)
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1 August 2014
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fractional Brownian motion
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approximate approach
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GARCH model
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geometric Brownian motion
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