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 |
-
Chen, Yanhui, (2014)
-
Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN and ARIMA-random forest hybrid models
Kumar, Manish, (2014)
-
Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo, (2021)
- More ...
-
Azhar, Rialdi, (2020)
-
State-space implementation in forecasting carbon and gas prices in commodity markets
Azhar, Rialdi, (2022)
-
Ahadiat, Ayi, (2023)
- More ...