Open AccessDetecting random walk in stock market prices based on Markov chains: Examining The Mexican Stock Market Index
Author(s) -
Juan de la Cruz Mejía Téllez
Publication year - 2018
Publication title -
estocástica finanzas y riesgo (en línea)/estocástica finanzas y riesgo
Language(s) - English
Resource type - Journals
eISSN - 2007-5383
pISSN - 2007-5375
DOI - 10.24275/uam/azc/dcsh/efr/2018v8n2/mejia
Subject(s) - random walk , markov chain , econometrics , random walk hypothesis , stock market , stock (firearms) , closing (real estate) , markov process , stock market index , economics , markov chain monte carlo , financial economics , mathematics , statistics , finance , monte carlo method , geography , context (archaeology) , archaeology