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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| Main Authors: | , , , |
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| Format: | Article |
| Published: |
Far East Journal of theoretical Statistics
2022
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.12493/564 |
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