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A Markov Chain Model for Forecasting the Management Quality of Chinese A Share Listed Companies

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Publication:3424214
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DOI10.1080/03610920600728575zbMath1315.62089OpenAlexW2000036139MaRDI QIDQ3424214

Jinlin Li, Youzhi Xu

Publication date: 15 February 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920600728575


zbMATH Keywords

Markov chainlisted companiesmanagement quality


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Markov processes: estimation; hidden Markov models (62M05) Economic time series analysis (91B84)


Related Items (2)

An enhanced absorbing Markov chain model for predicting TAIEX Index Futures ⋮ Applying a Markov chain for the stock pricing of a novel forecasting model




Cites Work

  • Stock valuation along a Markov chain.




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