Modified Brownian Motion Approach to Modeling Returns Distribution-Reference-Cited by-同舟云学术

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Modified Brownian Motion Approach to Modeling Returns Distribution

Published:2016-03 Issue:82 Volume:2016 Page:74-77
ISSN:1540-6962
Container-title:Wilmott
language:en
Short-container-title:Wilmott

Author:

Dhesi Gurjeet,Shakeel Muhammad Bilal,Xiao Ling

Publisher

Wilmott Magazine Ltd

Link

http://onlinelibrary.wiley.com/wol1/doi/10.1002/wilm.10494/fullpdf

Cited by 7 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Forecasting risk and return of listed real estate:;Zeitschrift für Immobilienökonomie;2024-08-22

2. The reliability of geometric Brownian motion forecasts of S&P500 index values;Journal of Forecasting;2021-04-26

3. Modelling and forecasting the kurtosis and returns distributions of financial markets: irrational fractional Brownian motion model approach;Annals of Operations Research;2019-07-23

4. Day of the week submission effect for accepted papers in Physica A, PLOS ONE, Nature and Cell;Scientometrics;2018-09-22

5. Relationship between Entropy, Corporate Entrepreneurship and Organizational Capabilities in Romanian Medium Sized Enterprises;Entropy;2017-08-10

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