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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Bibliographic Details
Main Author: Karangwa, Innocent
Other Authors: Visser, Chris
Language:en
Published: University of the Western Cape 2014
Subjects:
Online Access:http://hdl.handle.net/11394/3055