
Stochastic analysis of stock price changes as markov chain in finite states
Author(s) -
Innocent Uchenna AMADI,
C. P. Ogbogbo,
B. O Osu
Publication year - 2022
Publication title -
global journal of pure and applied sciences.
Language(s) - English
Resource type - Journals
ISSN - 1118-0579
DOI - 10.4314/gjpas.v28i1.11
Subject(s) - markov chain , stock (firearms) , stochastic matrix , transition rate matrix , econometrics , stock price , mathematics , economics , financial economics , statistics , biology , series (stratigraphy) , geography , paleontology , archaeology