Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: finance
See also: stockest stockestsim

Macro: stocksim
Description: stocksim is simulating random processes for a stock price by three different ways: using a Wiener Process, using a compounded Poisson Jump Process with a log normal distribution of jump height and using a mixture of both

Usage: stocksim()

Example:
library("finance")
stocksim()
Result:
a display plotting the three random processes

Library: finance
See also: stockest stockestsim

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Härdle, Kleinow 990510
(C) MD*TECH Method and Data Technologies, 17.8.2000