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...

وصف كامل

التفاصيل البيبلوغرافية
المؤلف الرئيسي:	T, Alshammari Tariq Saleh
التنسيق:	أطروحة
اللغة:	الإنجليزية
منشور في:	2023
الموضوعات:	QA1 Mathematics (General)
الوصول للمادة أونلاين:	http://eprints.usm.my/60278/
Abstract	Abstract here

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