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...
| Prif Awduron: | , , , , , , , |
|---|---|
| Fformat: | Erthygl |
| Iaith: | English |
| Cyhoeddwyd: |
SpringerOpen
2022-12-01
|
| Cyfres: | Future Business Journal |
| Pynciau: | |
| Mynediad Ar-lein: | https://doi.org/10.1186/s43093-022-00168-y |