Equity return modeling and prediction using hybrid ARIMA-GARCH model
Kaiying Sun
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Sun, Kaiying |
| Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 8.2017, 3, p. 154-161
|
| Subject: | equity return | prediction | ARIMA | GARCH | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Portfolio-Management | Portfolio selection | ARMA-Modell | ARMA model |