Forecasting the performance of volatility of share prices with the application of ARIMA model
| Year of publication: |
2020
|
|---|---|
| Authors: | Kesumah, Fajrin Satria Dwi ; Azhar, Rialdi ; Russel, Edwin ; Wisnu, Febryan Kusuma |
| Published in: |
The future opportunities and challenges of business in digital era 4.0 : proceedings of the 2nd International Conference on Economics, Business and Entrepreneurship (ICEBE 2019), Bandar Lampung, Indonesia, 1 November, 2019. - London : Routledge, ISBN 978-0-367-42594-4. - 2020, p. 275-279
|
| Subject: | ARIMA | Palmöl | Palm oil | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
-
Dynamic interaction between historical and implied volatility in the Indian option market
Viswanathan, T., (2021)
-
Forecasting the stock return of emerging economies : an empirical study based on ARIMA
Yadav, Miklesh Prasad, (2023)
-
Kuryłek, Wojciech, (2023)
- More ...
-
Azhar, Rialdi, (2020)
-
State-space implementation in forecasting carbon and gas prices in commodity markets
Azhar, Rialdi, (2022)
-
Ahadiat, Ayi, (2023)
- More ...