The Behavior of Stock-Price Relatives—A Markovian Analysis
From MaRDI portal
Publication:5684468
DOI10.1287/opre.21.6.1183zbMath0267.90042OpenAlexW2031627270MaRDI QIDQ5684468
Bruce D. Fielitz, T. N. Bhargava
Publication date: 1973
Published in: Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/opre.21.6.1183
Related Items (4)
The profitability in the FTSE 100 index: a new Markov chain approach ⋮ Option pricing under a normal mixture distribution derived from the Markov tree model ⋮ The price leadership share: a new measure of price discovery in financial markets ⋮ Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation
This page was built for publication: The Behavior of Stock-Price Relatives—A Markovian Analysis
