Effectiveness of Geometric Brownian Motion method in predicting stock prices : evidence from India
Year of publication: |
2022
|
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Authors: | Krishna Prasad ; Prabhu, Bhuvana ; Pereira, Lionel ; Prabhu, Nandan ; Pavithra S |
Published in: |
Asian journal of accounting & governance. - Bangi : UKM Press, ISSN 2180-3838, ZDB-ID 2860911-6. - Vol. 18.2022, p. 121-134
|
Subject: | Monte Carlo simulation | stock prediction tools | efficient market hypothesis | bounded rationality | geometricbrownian motion | Börsenkurs | Share price | Indien | India | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Effizienzmarkthypothese | Efficient market hypothesis | Theorie | Theory | Stochastischer Prozess | Stochastic process | Begrenzte Rationalität | Bounded rationality |
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