Search Results - subject:"nasdaq"

Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models

Teymurzade, Sahil; Ślepaczuk, Robert - 2023

Persistent link: https://www.econbiz.de/10014448266

Are non-fungible token coins a good hedge against the stock market volatility?

Kumar, Anoop S.; Rao, Balaga Mohana - In: Australian economic papers 62 (2023) 4, pp. 764-772

Persistent link: https://www.econbiz.de/10014443736

Test of volatile behaviors with the asymmetric stochastic volatility model : an implementation on Nasdaq-100

Suleymanov, Elchin; Gubadli, Magsud; Yagubov, Ulvi - In: Risks : open access journal 12 (2024) 5, pp. 1-18

Nasdaq-100 index. This index is widely regarded as an important indicator for investors. We focused on the nine leading …. Using the results of the asymmetric stochastic volatility model, we evaluated both the Nasdaq-100 index as a whole and the … individual stocks to represent the characteristics of the Nasdaq-100 index. Our findings revealed a dense clustering of …

Persistent link: https://www.econbiz.de/10014636604

The relationship between bitcoin and Nasdaq, US dollar index and commodities

Ahmadova, Aysu; Guliyev, Taghi; Aliyev, Khatai - In: International Journal of Energy Economics and Policy : IJEEP 14 (2024) 1, pp. 281-289

Persistent link: https://www.econbiz.de/10014484580

Analysis of market efficiency and fractal feature of NASDAQ stock exchange : time series modeling and forecasting of stock index using ARMA-GARCH model

Arashi, Mohammad; Rounaghi, Mohammad Mahdi - In: Future Business Journal 8 (2022), pp. 1-12

stock index of NASDAQ stock exchange. Also, in this study, we test the efficient market hypothesis and fractal feature of … NASDAQ stock exchange. In the previous studies, most of the technical analysis methods for stock market, including K … we modeled daily stock index in NASDAQ stock exchange using ARMA-GARCH model from 2000 until the end of 2016. After …

Persistent link: https://www.econbiz.de/10013273743

Nichtlineare Zeitreihenanalyse als neue Methode für Eventstudien : eine empirische Studie am Beispiel der Ergebnismeldungen von NASDAQ-Unternehmen

Wagner, Waldemar - 2019

Um die klassische Eventstudie zu erweitern, entwickelt Waldemar Wagner ein theoriegestütztes Verfahren. Hierfür verwendet der Autor die Methoden der Theorien Nichtlinearer Dynamischer Systeme, um neben den linearen Abhängigkeiten in ökonomischen Zeitreihen auch die Existenz und zeitliche...