has been cited by the following article(s):
[1]
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Incorporating stochastic volatility and long memory into geometric Brownian motion model to forecast performance of Standard and Poor's 500 index
AIMS Mathematics,
2023
DOI:10.3934/math.2023945
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[2]
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The effects of incorporating memory and stochastic volatility into GBM to forecast exchange rates of Euro
Alexandria Engineering Journal,
2022
DOI:10.1016/j.aej.2022.03.036
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[3]
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The effects of incorporating memory and stochastic volatility into GBM to forecast exchange rates of Euro
Alexandria Engineering Journal,
2022
DOI:10.1016/j.aej.2022.03.036
|
|
|
[4]
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The effects of incorporating memory and stochastic volatility into GBM to forecast exchange rates of Euro
Alexandria Engineering Journal,
2022
DOI:10.1016/j.aej.2022.03.036
|
|
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