A hidden Markov Model inference approach to testing the random walk hypothesis : empirical evidence from the Nigerian stock market
Edesiri Nkemnole
Year of publication: |
October 2016
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Authors: | Nkemnole, Edesiri |
Published in: |
Journal of economic and financial sciences. - Johannesburg : University of Johannesburg, ISSN 1995-7076, ZDB-ID 2843939-9. - Vol. 9.2016, 3, p. 696-713
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Subject: | Hidden Markov Model | random walk theory | stochastic volatility | stock exchange | Random Walk | Random walk | Markov-Kette | Markov chain | Stochastischer Prozess | Stochastic process | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | Nigeria | Theorie | Theory | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
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