Markovian approach to stock price modelling in the Nigerian oil and gas sector
Year of publication: |
2021
|
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Authors: | Ayo, Adekunle S. ; Uwabor, Eboigbe S. |
Published in: |
CBN journal of applied statistics. - Abuja : Central Bank of Nigeria, ISSN 2476-8472, ZDB-ID 2854997-1. - Vol. 12.2021, 1, p. 23-43
|
Subject: | Markov chain | oil and gas firms | share prices | stochastic process | transition probabilities | Börsenkurs | Share price | Nigeria | Markov-Kette | Erdölindustrie | Oil industry | Gaswirtschaft | Gas industry | Stochastischer Prozess | Stochastic process |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.33429/Cjas.12121.2/6 [DOI] hdl:10419/237436 [Handle] |
Classification: | C01 - Econometrics ; C02 - Mathematical Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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