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On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu; Yu, Jun; Zhang, Chen - In: Quantitative finance 24 (2024) 2, pp. 337-346
Persistent link: https://www.econbiz.de/10014552006
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Latent local-to-unity models
Wang, Xiaohu; Yu, Jun - In: Econometric reviews 42 (2023) 7, pp. 586-611
Persistent link: https://www.econbiz.de/10014321656