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A methodology for stochastic analysis of share prices as Markov chains with finite states
Price volatilities make stock investments risky, leaving investors in critical position when uncertain decision is made. To improve investor evaluation confidence on exchange markets, while not using time series methodology, we specify equity price change as a stochastic process assumed to possess M...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer International Publishing
2014
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4247363/ https://www.ncbi.nlm.nih.gov/pubmed/25520904 http://dx.doi.org/10.1186/2193-1801-3-657 |