Vol. 1 (12) pp. 32-36 DOI: 10.21474/JNSC01/113

TESTING THE ASSUMPTIONS OF GEOMETRIC BROWNIAN MOTION USING NAIROBI SECURITIES EXCHANGE RETURNS

  • PhD in Pure Mathematics, Mathematics Teacher, Department of Education, District 4 Tehran, Iran.
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Abstract

Aims: To evaluate whether weekly and monthly stock returns from the Nairobi Securities Exchange (NSE) satisfy the core assumptions of the Geometric Brownian Motion (GBM) model: stationarity, normality, and independence.

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How to Cite This Article

Mohammadesmail Nikfar (2025); TESTING THE ASSUMPTIONS OF GEOMETRIC BROWNIAN MOTION USING NAIROBI SECURITIES EXCHANGE RETURNS, Jana Nexus: Journal of Computer Science, 1 (12), 32-36, ISSN (O): 3108-1916. DOI: https://doi.org/10.21474/JNSC01/113

Corresponding Author

Mohammadesmail Nikfar
PhD in Pure Mathematics, Mathematics Teacher, Department of Education, District 4 Tehran, Iran.
India

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