Application of Discrete-time semi-Markov Model to the Stochastic forecasting of Capital assests as stock.

In this paper, we developed and applied a stochastic model based on Discrete-time Semi Markov chain approach and its generalizations to study the high frequency price dynamics of traded stocks. Semi Markov is a stochastic process that generalizes both the Markov chain and the Markov renewal proces...

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Bibliographic Details
Main Authors: Nafiu, Lukman Abiodun, Patrick, Weke, Alieu Jallow, Mamadou, Carolyne, Ogutu
Format: Article
Published: Far East Journal of theoretical Statistics 2022
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Online Access:http://hdl.handle.net/20.500.12493/564
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