Login / Signup
Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets.
Josephine Dufitinema
Seppo Pynnönen
Tommi Sottinen
Published in:
Commun. Stat. Simul. Comput. (2022)
Keyphrases
</>
stock market
maximum likelihood
discrete data
financial markets
continuous data
fractional brownian motion
similarity measure
high dimensional
maximum entropy
long range
stock returns