题目:Estimation of the long memory parameter in stochastic volatility models by quadratic variations
作者:Ionu? Florescu Ciprian A. Tudor
来源:Random Operators and Stochastic Equations (ROSE), vol. 19, nr 2, pp 197-216, 2011
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楼主: weilinhy
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[文献] 求英文文献一篇 谢谢ycmilan |

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As we all know, fBm cannot be used in finance, because it produces arbitrage.Therefore, fBm in finance is forb
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