Surveying the best volatility measurements to forecast stock market
This paper investigates methods to forecast future adjusted price of S&P 500 by using geometric Brownian motion (GBM) and geometric fractional Brownian motion (GFBM) for better investment decision. Four types of formulas are used to find the appropriate volatility measurement that may provide fo...
| मुख्य लेखकों: | , , |
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| स्वरूप: | लेख |
| भाषा: | English |
| प्रकाशित: |
Hikari Ltd
2017
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| विषय: | |
| ऑनलाइन पहुंच: | https://repo.uum.edu.my/id/eprint/22306/1/AMS%2011%2023%202017%20%20113%201122.pdf |