The reliability of geometric Brownian motion forecasts of S&P500 index values-Reference-Cited by-同舟云学术

The reliability of geometric Brownian motion forecasts of S&P500 index values

Published:2021-04-26 Issue:8 Volume:40 Page:1444-1462
ISSN:0277-6693
Container-title:Journal of Forecasting
language:en
Short-container-title:Journal of Forecasting

Author:

Sinha Amit K.¹^ORCID

Affiliation:

1. Department of Finance Bradley University Peoria Illinois USA

Publisher

Wiley

Subject

Management Science and Operations Research,Statistics, Probability and Uncertainty,Strategy and Management,Computer Science Applications,Modeling and Simulation

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/for.2775

Reference118 articles.

1. Forecasting Share Prices of Small Size Companies in Bursa Malaysia Using Geometric Brownian Motion

2. Regression-based estimation of dynamic asset pricing models

3. The distribution of realized stock return volatility

4. The fractional and mixed-fractional CEV model

5. Théorie de la spéculation

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