Work

The GARCH Model Driven by Fractional Brownian Motion

Year: 2026

Type: article

Source: Applied Stochastic Models in Business and Industry

DOI: 10.1002/asmb.70071

Authors: Yuecai Han, Weiying Wang, Dingwen Zhang

Institutions: Jilin University, Dalian University of Technology

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: National Key Research and Development Program of China

Award: G5357665044

OpenAlex ID: W7129218267

FWCI:

Cites: 20

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