Open Access
Daily stock prices prediction using variance gamma model
Publication year - 2021
Publication title -
journal of mathematical and computational science
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.12
H-Index - 2
ISSN - 1927-5307
DOI - 10.28919/jmcs/5469
Subject(s) - kurtosis , asymmetry , econometrics , mathematics , stock (firearms) , normality , brownian motion , variance (accounting) , stock exchange , statistics , statistical physics , economics , physics , finance , accounting , quantum mechanics , mechanical engineering , engineering