Keywords and phrases: exchange rate, geometric Brownian motion, stochastic volatility, long memory, SAR/CNY.
Received: January 6, 2023; Accepted: February 20, 2023; Published: February 24, 2023
How to cite this article: Anas Abbas and Mohammed Alhagyan, Forecasting exchange rate of SAR/CNY by incorporating memory and stochastic volatility into GBM model, Advances and Applications in Statistics 86(1) (2023), 65-78. http://dx.doi.org/10.17654/0972361723016
This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License
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