title:A note on calculating autocovariances of long-memory processes
Authors: BERTELLI, STEFANO1; CAPORIN, MASSIMILIANO1
Source: Journal of Time Series Analysis, Volume 23, Number 5, September 2002 , pp. 503-508(6)
Publisher: Blackwell Publishing
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楼主: weilinhy
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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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