The behavior of stock-market prices

The theory of random walks in stock prices actually involves two separate hypotheses: successive price changes are independent, and the price changes conform to some probability distribution. Implications of independence the bachelier-osborne model.

Рубрика Финансы, деньги и налоги
Предмет The theory of finance
Вид статья
Язык английский
Прислал(а) Eugene F. Fama
Дата добавления 09.09.2012
Размер файла 7,9 M

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