Manasseh, Charles O.; Iroha, Nnah M.; Okere, Kingsley … - In: Future Business Journal 8 (2022), pp. 1-14
The study evaluates the movement of share prices in the Nigerian stock market. Markov chain approach provides a successful analysis and prediction of time-series data (1985–2019) which reflects Markov dependency. The probability α and β was estimated, and the expectation of the monthly...