Analysis of market efficiency and fractal feature of NASDAQ stock exchange : time series modeling and forecasting of stock index using ARMA-GARCH model
Year of publication: |
2022
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Authors: | Arashi, Mohammad ; Rounaghi, Mohammad Mahdi |
Published in: |
Future Business Journal. - New York, NY : Springer Nature, ISSN 2314-7210, ZDB-ID 2837528-2. - Vol. 8.2022, Art.-No. 14, p. 1-12
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Subject: | ARMA-GARCH model | Fractal analysis | Market efficiency | NASDAQ stock exchange | Stock index | Effizienzmarkthypothese | Efficient market hypothesis | Aktienindex | Zeitreihenanalyse | Time series analysis | Börse | Bourse | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s43093-022-00125-9 [DOI] |
Classification: | C01 - Econometrics ; C22 - Time-Series Models ; C53 - Forecasting and Other Model Applications ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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