Prediction of stock price movement using continuous time models
Masimba E. Sonono; Hopolang P. Mashele
| Year of publication: |
2015
|
|---|---|
| Authors: | Sonono, Masimba E. ; Mashele, Hopolang P. |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 5.2015, 2, p. 178-191
|
| Subject: | Monte Carlo | Stock Price | Geometric Brownian Motion | Variance Gamma | Maximum Likelihood Estimation | MAPE | Hit Ratio | Börsenkurs | Share price | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Monte-Carlo-Simulation | Monte Carlo simulation | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011398992