Random walk model based statistical analysis and application on transport simulation

Author(s):  
Fei Rong ◽  
Li Shasha ◽  
Liu Fang ◽  
Li Aimin ◽  
Xu Qingzheng
2008 ◽  
Author(s):  
Kazuhiro Kagoike ◽  
Satoru Takahashi ◽  
Hidenori Takauji ◽  
Shun'ichi Kaneko

2011 ◽  
Vol 6 (4) ◽  
pp. 71
Author(s):  
Zakri Bello

Most of the studies of stock price behavior agree that temporal changes in prices follow the random walk model. With few exceptions these studies were based on American stock price data. The purpose of the present research is to study the behavior of Nigerian stock prices to find out if the observed behavior of American stock prices can be generalized to a small and thinly traded capital market. The findings reveal that Nigerian stock prices do not conform to the random walk model when traditional statistical analysis applied.


2016 ◽  
Vol 7 ◽  
pp. 05006 ◽  
Author(s):  
Man-Dun Zhang ◽  
Shun-Shun Chang ◽  
Jia-Wei Zhao ◽  
Jian-Hong Ma

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