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Table 3 Parameters of the exponential Ornstein–Uhlenbeck process obtained for the gold spot price through the maximum log-likelihood method

From: Calibration of the exponential Ornstein–Uhlenbeck process when spot prices are visible through the maximum log-likelihood method. Example with gold prices

  Miu hat Theta Sigma
Daily 7.22 0.0002 1.23%
Annualized 7.67 0.0420 19.42%
Annual 7.49 0.0497 19.06%
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