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~person:"Ghozali, Imam"
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geometric Brownian motion
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Ghozali, Imam
Feng, Runhuan
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Price index modeling and risk prediction of sharia stocks in Indonesia
Ghozali, Imam
;
Handriani, Eka
;
Trimono, Trimono
; …
- In:
Economies
10
(
2022
)
1
,
pp. 1-13
loss risk. This study uses
geometric
Brownian
motion
(GBM) and Value at Risk (VaR; with the Monte Carlo Simulation approach …
Persistent link: https://www.econbiz.de/10013199960
Saved in:
2
Price index modeling and risk prediction of sharia stocks in Indonesia
Hersugondo
;
Ghozali, Imam
;
Handriani, Eka
;
Trimono, Trimono
- In:
Economies : open access journal
10
(
2022
)
1
,
pp. 1-13
loss risk. This study uses
geometric
Brownian
motion
(GBM) and Value at Risk (VaR; with the Monte Carlo Simulation approach …
Persistent link: https://www.econbiz.de/10012800645
Saved in:
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