Economics, Econometrics and Finance
5 years ago

New model improves financial forecasting accuracy for diverse market conditions!

Fractal and Fractional
Maximum Likelihood Estimation for Mixed Fractional Vasicek Processes
Chunhao Cai, Yinzhong Huang, Lin Sun, Weilin Xiao

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The article discusses how to estimate drift parameters in a more complex version of a financial model. By using certain mathematical tools, the researchers found that the estimated values are reliable and can be calculated even when certain conditions are met.