Simulating stock prices using geometric Brownian motion : evidence from Australian companies
Krishna Reddy and Vaughan Clinton
| Year of publication: |
2016
|
|---|---|
| Authors: | Reddy, Krishna ; Clinton, Vaughan |
| Published in: |
Australasian accounting business and finance journal : AABF. - Wollongong, NSW : Univ., ISSN 1834-2019, ZDB-ID 2551029-0. - Vol. 10.2016, 3, p. 23-47
|
| Subject: | Geometric Brownian motion | Simulation | CAPM | Mean absolute percentage error (MAPE) | Industry | Australia | Australien | Theorie | Theory | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.14453/aabfj.v10i3.3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011599063