Testing some properties of the behavior of stock prices
dc.contributor.advisor | Gáll, József | |
dc.contributor.author | Huang, Mujie | |
dc.contributor.department | DE--Informatikai Kar | hu_HU |
dc.date.accessioned | 2019-11-20T12:41:20Z | |
dc.date.available | 2019-11-20T12:41:20Z | |
dc.date.created | 2019-11-07 | |
dc.description.abstract | In this thesis, I analyse the behavior of three stocks respectively, and explain the possible reasons why they behave like that. Also, I test the normality of stocks to see whether the Black-Scholes-Merton Model fit them. | hu_HU |
dc.description.course | Business Informatics | hu_HU |
dc.description.degree | BSc/BA | hu_HU |
dc.format.extent | 47 | hu_HU |
dc.identifier.uri | http://hdl.handle.net/2437/276544 | |
dc.language.iso | en | hu_HU |
dc.subject | behavior of stock price, test | hu_HU |
dc.subject.dspace | DEENK Témalista::Informatika | hu_HU |
dc.title | Testing some properties of the behavior of stock prices | hu_HU |