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隨機漫步假說

出自維基百科,自由嘅百科全書

隨機漫步假說英文random walk hypothesis)喺金融上係指以下嘅假說:「股價嘅上上落落可以大致上用隨機漫步嚟模擬」[1][2]

呢個假說係喺 19 世紀後期俾人提出嘅,喺當時算係相當有革命性。

[編輯]
  1. Bachelier, Louis (1900). "Théorie de la spéculation". Annales Scientifiques de l'École Normale Supérieure. 3: 21–86.
  2. Cootner, Paul H. (1964). The random character of stock market prices. MIT Press.
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