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Revisiting the auto-regressive integrated moving average approach to modelling volatility using Bahrain all share index daily returns
Doblas, Mark P.; Natarajan, Vinodh Kesavaraj; Sankar, … - In: Middle East journal of management : MEJM 10 (2023) 6, pp. 619-636
Persistent link: https://www.econbiz.de/10014424552
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Technical analysis testing in forecasting Socially Responsible Investment Index in Indonesia Stock Exchange
Pulungan, Dolly Parlagutan; Wahyudi, Sugeng; Suharnomo; … - In: Investment management and financial innovations 15 (2018) 4, pp. 135-143
Persistent link: https://www.econbiz.de/10012055662
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Unveiling the linkages between emerging stock market indices and cryptocurrencies
Ahmed, Wajid Shakeel; Mehmood, Ahsan; Sheikh, Talha; … - In: Asian Academy of Management journal 27 (2022) 2, pp. 189-209
This paper investigated the relationship between cryptocurrencies and emerging stock market indices using fractional integration and co-integration technique. Particularly, fractional integration is applied to examine stochastic properties of individual assets and fractional cointegration to...
Persistent link: https://www.econbiz.de/10014285279
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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
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Can international market indices estimate tasi's movements? : the ARIMA model
Assous, Hamzeh F.; Al-Rousan, Nadia; Al-Najjar, Dania; … - In: Journal of open innovation : technology, market, and … 6 (2020) 2/27, pp. 1-17
This study investigates the effectiveness of six of the key international indices in estimating Saudi financial market (TADAWUL) index (TASI) movement. To investigate the relationship between TASI and other variables, six equations were built using two independent variables of time and...
Persistent link: https://www.econbiz.de/10012231615
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The ARIMA model for the Indonesia stock price
Wahyudi, Setyo Tri - In: International journal of economics and management 11 (2017) 1, pp. 223-236
Persistent link: https://www.econbiz.de/10011924972
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A novel hybrid method based on kernel-free support vector regression for stock indices and price forecasting
Zheng, Junliang; Tian, Ye; Luo, Jian; Tao, Hong - In: Journal of the Operational Research Society 74 (2023) 3, pp. 690-702
Persistent link: https://www.econbiz.de/10014331949
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Forecasting the Sensex and Nifty indices using ARIMA and GARCH models
Tejesh H. R.; Jeelan Basha V. - In: Mudra : journal of finance and accounting 10 (2023) 1, pp. 57-75
Persistent link: https://www.econbiz.de/10014372845
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Forecasts for international financial series with VMD algorithms
Guo, Wei; Liu, Qingfu; Luo, Zhidan; Tse, Yiuman - In: Journal of Asian economics 80 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013431356
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(I)rationality of investors on Croatian stock market : explaining the impact of American indices on Croatian stock market
Sajter, Domagoj; Ćorić, Tomislav - In: Zagreb international review of economics & business 12 (2009) 2, pp. 57-72
Persistent link: https://www.econbiz.de/10008858903