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Publikováno v:
Nepalese Journal of Management Science and Research. 1
In this article we analyse the behaviour of the Nepali stock market and movements of stock prices of selected companies using (i) Efficient Market Hypothesis (EMH) (ii) geometric Brownian motion model (gBm) and (iii) Merton’s jump-diffusion model.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2ed866f8ee51cedfcb98e651cd1ea195
https://doi.org/10.53056/njmsr-2016.001.1
https://doi.org/10.53056/njmsr-2016.001.1
