Question
A student collects intraday stock prices and wants to model how they change intraday. The student assumes the randomness that is observedin the stock prices
A student collects intraday stock prices and wants to model how they change intraday. The student assumes the randomness that is observedin the stock prices can be modeled using a form of Brownian motion (arithmetic or geometric). List at least 1 assumption that the student madein using Brownian motion to model the changes in stock prices.
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Applied Regression Analysis
Authors: Norman R Draper, Harry Smith
3rd Edition
1118625625, 9781118625620
