APPLICATION OF A DISCRETE-TIME SEMI-MARKOV MODEL TO THE STOCHASTIC FORECASTING OF CAPITAL ASSETS AS STOCK

DOI10.17654/TS063010001zbMath1499.60311MaRDI QIDQ5069518

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Publication date: 19 April 2022

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

zbMATH Keywords

stock pricesbear marketbull marketdiscrete-time semi-Markov modelstagnant market

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov renewal processes, semi-Markov processes (60K15)

Cites Work

• A new approach to the modeling of financial volumes

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