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Nonlinear modelling of the Finnish banking and finance branch index

Östermark, Ralf; Aaltonen, Jaana; Saxén, Henrik; … - In: The European journal of finance 10 (2004) 4, pp. 277-289

Persistent link: https://www.econbiz.de/10002359621

Long memory in financial time series data with non-Gaussian disturbances

Gil-Alaña, Luis A. - In: International journal of theoretical and applied finance 6 (2003) 2, pp. 119-134

Persistent link: https://www.econbiz.de/10001769123

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

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

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

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

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

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

Media coverage, analyst recommendation upgrade and information content of inclusions into S&P indexes

Xie, Wenjuan - In: Investment management and financial innovations 10 (2013) 1, pp. 78-85

Persistent link: https://www.econbiz.de/10009745071

An entropy based analysis of the relationship between the DOW JONES Index and the TRNA sentiment series

Allen, David E.; McAleer, Michael; Singh, Abhay K - 2016

This paper features an analysis of the relationship between the DOW JONES Industrial Average Index (DJIA) and a sentiment news series using daily data obtained from the Thomson Reuters News Analytics (TRNA)1 provided by SIRCA (The Securities Industry Research Centre of the Asia Pacic). The...

Persistent link: https://www.econbiz.de/10011456716