The reliability of geometric Brownian motion forecasts of S\&P500 index values (Q5012730)
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scientific article; zbMATH DE number 7433697
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| English | The reliability of geometric Brownian motion forecasts of S\&P500 index values |
scientific article; zbMATH DE number 7433697 |
Statements
The reliability of geometric Brownian motion forecasts of S&P500 index values (English)
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25 November 2021
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forecasting
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geometric Brownian motion
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log normal
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Monte Carlo simulation
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realized volatility
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Wiener process
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0.7091383337974548
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0.6989886164665222
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0.6988846063613892
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