Project Details
Project Description
The effect of incorporating memory and stochastic volatility into geometric Brownian motion in forecasting the performance Tadawul All Share Index (TASI)
| Research funding program | Specialized Research Grant program |
|---|---|
| Research Number | 2021/02/18985 |
| Status | Completed |
| Effective start/end date | 10/11/21 → 10/11/22 |
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