Open AccessTHE EFFECT OF INCORPORATING MEMORY AND STOCHASTIC VOLATILITY INTO GEOMETRIC BROWNIAN MOTION IN FORECASTING THE PERFORMANCE OF TADAWUL ALL SHARE INDEX (TASI)
Author(s) -
Anas Abbas,
Mohammed Alhagyan
Publication year - 2022
Publication title -
advances and applications in statistics
Language(s) - English
Resource type - Journals
ISSN - 0972-3617
DOI - 10.17654/0972361722017
Subject(s) - index (typography) , geometric brownian motion , brownian motion , volatility (finance) , stochastic volatility , econometrics , statistical physics , mathematics , computer science , statistics , physics , diffusion process , knowledge management , innovation diffusion , world wide web
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