On the Geometric Brownian Motion assumption for financial time series

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Original language	English
Title of host publication	Functional Statistics and Related Fields
Pages	59-65
Number of pages	7
DOIs	https://doi.org/10.1007/978-3-319-55846-2_9
Publication status	Published - 1 Jan 2017

Access to Document

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title = "On the Geometric Brownian Motion assumption for financial time series",

author = "BONGIORNO, \{Enea Giuseppe\} and Aldo GOIA and Philippe Vieu",

year = "2017",

month = jan,

day = "1",

doi = "10.1007/978-3-319-55846-2\_9",

language = "English",

isbn = "978-3-319-55845-5",

pages = "59--65",

booktitle = "Functional Statistics and Related Fields",

}

TY - CHAP

T1 - On the Geometric Brownian Motion assumption for financial time series

AU - BONGIORNO, Enea Giuseppe

AU - GOIA, Aldo

AU - Vieu, Philippe

PY - 2017/1/1

Y1 - 2017/1/1

UR - https://iris.uniupo.it/handle/11579/82547

U2 - 10.1007/978-3-319-55846-2_9

DO - 10.1007/978-3-319-55846-2_9

M3 - Chapter

SN - 978-3-319-55845-5

SP - 59

EP - 65

BT - Functional Statistics and Related Fields

ER -