ANALYSIS OF SHARE PRICES AS MARKOV CHAINS WITH COUNTABLY INFINITE STATES

DOI10.17654/AS054010001zbMath1480.60199OpenAlexW2913148684WikidataQ128482301 ScholiaQ128482301MaRDI QIDQ5237612

L. Asiedu, Enoch Quaye, F. O. Mettle, Ravenhill A. Laryea

Publication date: 18 October 2019

Published in: Advances and Applications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17654/as054010001

zbMATH Keywords

transition probability matrixMarkov chaingeometrically ergodiclong-run probability

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Dynamic stochastic general equilibrium theory (91B51) Labor markets (91B39) Financial markets (91G15)

Related Items (2)

Analysis of exchange rates as time-inhomogeneous Markov chain with finite states ⋮ ANALYSIS OF SHARE PRICES AS MARKOV CHAINS WITH COUNTABLY INFINITE STATES

Cites Work

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