Maximum Overlapping Discrete Wavelet Methods For Modelling The Saudi Stock Exchange

This study forecasts the stock volatility based on wavelet-based generalized autoregressive conditional heteroscedasticity (GARCH) methods. It builds a forecast model based on GARCH methods, autoregressive integrated moving average (ARIMA) method, and maximum overlap discrete wavelet transform (MODW...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखक: T, Alshammari Tariq Saleh
स्वरूप: थीसिस
भाषा:अंग्रेज़ी
प्रकाशित: 2023
विषय:
ऑनलाइन पहुंच:http://eprints.usm.my/60278/
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