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Table 4 Coefficients of the exponential Ornstein–Uhlenbeck process obtained for the gold spot price through the least squares method

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

  a b Std(η)
Daily 0.9998 0.0012 1.23%
Annual 0.9515 0.3451 19.06%
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