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

Teymurzade, Sahil; Ślepaczuk, Robert - 2023

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

Essays on financial time series with a focus on high-frequency data

Becker, Janis - 2020

Persistent link: https://www.econbiz.de/10012225306

Integrierte Prozesse und gemeinsame Trends : Darstellung und empirische Umsetzung mit Hilfe von Vektorfehlerkorrekturmodellen und Bayesianischen Vektorautoregressionen

Borutta, Hansjörg - 1994

Persistent link: https://www.econbiz.de/10013386227

Modeling and forecasting S&P 500 volatility : long memory, structural breaks and nonlinearity

Martens, Martin; Dijk, Dick van; Pooter, Michiel de - 2004

Persistent link: https://www.econbiz.de/10002128301

A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies

Beniwal, Mohit; Archana Singh; Kumar, Nand - In: International journal of applied management science : IJAMS 15 (2023) 4, pp. 352-371

Persistent link: https://www.econbiz.de/10014391724

Dynamic modeling using vector error-correction model : studying the relationship among data share price of energy PGAS Malaysia, AKRA, Indonesia, and PTT PCL-Thailand

Warsono Warsono; Russel, Edwin; Putri, Almira Rizka; … - In: International Journal of Energy Economics and Policy : IJEEP 10 (2020) 2, pp. 360-373

Persistent link: https://www.econbiz.de/10012488433

Tehran stock price modeling and forecasting using support vector regression (SVR) and its comparison with the classic model ARIMA

Hajibabaei, Saeed; Hajibabaei, Nematollah; Hosseini, … - In: Iranian economic review : journal of University of Tehran 18 (2014) 2, pp. 105-130

Persistent link: https://www.econbiz.de/10011455426

Modeling Latin-American stock and Forex markets volatility : empirical application of a model with random level shifts and genuine long memory

Rodriguez, Gabriel - In: The North American journal of economics and finance : a … 42 (2017), pp. 393-420

Persistent link: https://www.econbiz.de/10011938140

Forecasting Nigerian stock market returns using ARIMA and artificial neural network models

Isenahd, Godknows M.; Olubusoye, Olusanya E. - In: CBN journal of applied statistics 5 (2014) 2, pp. 25-48

The study reports empirical evidence that artificial neural network based models are applicable to forecasting of stock market returns. The Nigerian stock market logarithmic returns time series was tested for the presence of memory using the Hurst coefficient before the models were trained. The...

Persistent link: https://www.econbiz.de/10011488820

Predicting liquidity of BSE by using ARIMA model

Jaiswal, Isha - In: Journal of commerce & business studies 2 (2015) 1, pp. 69-77

Persistent link: https://www.econbiz.de/10011492652

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