I need to analyse a bunch of weekly time series that reflect the turnovers of various companies. I already read that return rates or share prices show stochastic patterns that can be modelled by a random walk. However, such time series usually correspond to continuous functions (curves), whereas turnover values can go up and down dramatically between two successive weeks. For example:
Week t: 1 mio Euros
Week t+1: 0 Euros
QUESTION: So my question is whether the choice of a random walk model would still be justified or not.
My plan is to model the timely courses of turnover figures by a random walk model that allows for a drift because analyzing the distribution of drifts is my final goal.
My apologies for weaknesses in the explanation - I am not from finance originally.