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...
| Váldodahkkit: | , , , , , , , |
|---|---|
| Materiálatiipa: | Artihkal |
| Giella: | English |
| Almmustuhtton: |
SpringerOpen
2022-12-01
|
| Ráidu: | Future Business Journal |
| Fáttát: | |
| Liŋkkat: | https://doi.org/10.1186/s43093-022-00168-y |