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 | Markov-Kette | Markov chain | Random Walk | Random walk | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Börsenkurs | Share price | Theorie | Theory | Nigeria | Börsenhandel | Stock exchange trading | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011658239