Fig. 1
Examples of stochastic processes. We can see qualitative differences by eye: The Wiener process in panel a) drifts away, whereas the OU process in panel b) reverts to the mean. The Cauchy process in panel c) has “steps” due to the heavy tails of the Cauchy distribution. The GARCH(1,1) process in panel d) exhibits episodes of low and high variation.
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