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...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Hikari Ltd
2017
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Subjects: | |
Online Access: | https://repo.uum.edu.my/id/eprint/22306/1/AMS%2011%2023%202017%20%20113%201122.pdf |