Comparing South African financial markets behaviour to the geometric Brownian Motion Process
Magister Scientiae - MSc === This study examines the behaviour of the South African financial markets with regards to the Geometric Brownian motion process. It uses the daily, weekly, and monthly stock returns time series of some major securities trading in the South African financial market, more s...
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Language: | en |
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University of the Western Cape
2014
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Online Access: | http://hdl.handle.net/11394/3055 |