Application of Markov chain to share price movement in Nigeria (1985–2019)

Application of Markov chain to share price movement in Nigeria (1985–2019)

Abstract The study evaluates the movement of share prices in the Nigerian stock market. Markov chain approach provides a successful analysis and prediction of time-series data (1985–2019) which reflects Markov dependency. The probability $$\alpha$$ α and $$\beta$$ β was estimated, and the expectatio...

书目详细资料
Main Authors:	Charles O. Manasseh, Nnah M. Iroha, Kingsley I. Okere, Ifeoma C. Nwakoby, Ogochukwu C. Okanya, Nnenna Nwonye, Onuselogu Odidi, Oliver I. Inyiama
格式:	文件
语言:	English
出版:	SpringerOpen 2022-12-01
丛编:	Future Business Journal
主题:	Markov chain Share price GDP growth rate
在线阅读:	https://doi.org/10.1186/s43093-022-00168-y

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