Forecasting stock returns is considered one of the hardest tasks for every potential investor. This paper attempts to predict the movement of Croatian stock market index Crobex on Zagreb Stock Exchange. Main aim of this paper was to empirically examine the best univariate Autoregressive...

Forecasting stock returns is considered one of the hardest tasks for every potential investor. This paper attempts to predict the movement of Croatian stock market index Crobex on Zagreb Stock Exchange. Main aim of this paper was to empirically examine the best univariate Autoregressive...

Forecasting stock returns is considered one of the hardest tasks for every potential investor. This paper attempts to predict the movement of Croatian stock market index Crobex on Zagreb Stock Exchange. Main aim of this paper was to empirically examine the best univariate Autoregressive...