An analytical study on the predictability of monthly returns of stocks in the oil and mining sector using the Markov chain model for the period 2000-2008
The Markov chain model predicts the state of an object in a certain period of time in the future by virtue of profitability vector of the initial state and state transition probability matrix (Zhang and Zhang, 2009). The main goal of this research is to know if the Markov chain model is capable of p...
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| Main Authors: | , , , |
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| 格式: | text |
| 語言: | English |
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Animo Repository
2009
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| 在線閱讀: | https://animorepository.dlsu.edu.ph/etd_bachelors/9407 |
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