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Simulation of Stock Paths

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Asset Prices and Return Distributions  


The following was implemented in Maple by Marcus Davidsson (2008)











XX) Outline 






1) Introduction 






2) Stationary Process 






3) Pure Unit Root 







4) Serial Dependent Pure Unit Root ( ARIMA(1,1) ) 







5) Unit Root with a Stochastic Trend 







6) Trend Stationary Process