Weiying Wang
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MiDeer - 美術貼紙書-腦力啟蒙(LEVEL1)
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The GARCH Model Driven by Fractional Brownian Motion
Conflicts of Interest The authors declare no conflicts of interest. Data Availability Statement Data sharing not applicable to this article as no datasets were generated or analyzed during the current study. References 1, “Autoregressive Conditional Heteroskedasticity With Estimates of the Variance of UK Inflation,” Econometrica 50, no. 4 (1982): 987–1007. 2, , and , “ARCH Modeling in Finance: A Review of the Theory and Empirical Evidence,” Journal of Econometrics 52, no. 1–2 (1992): 5–59.
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