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Forecasting the Sensex and Nifty indices using ARIMA and GARCH models

Tejesh H. R.; Jeelan Basha V. - In: Mudra : journal of finance and accounting 10 (2023) 1, pp. 57-75

Persistent link: https://www.econbiz.de/10014372845

Time series forecasting using a moving average model for extrapolation of number of tourist

Ivanovski, Zoran; Milenkovski, Ace; Narasanov, Zoran - In: UTMS journal of economics / University of Tourism and … 9 (2018) 2, pp. 121-132

important include macroeconomic and financial time series. In this paper we are testing forecasting capacity of the time series … forecasting the number of tourist guests for the next year. …

Persistent link: https://www.econbiz.de/10012178433

A correcting note on forecasting conditional variance using ARIMA vs. GARCH model

Azimi, Mohammad Naim; Shahidzada, Seyed Farhad - In: International journal of economics and finance 11 (2019) 5, pp. 145-152

Persistent link: https://www.econbiz.de/10012012282

Estimating and forecasting bitcoin daily prices using ARIMA-GARCH models

Phung Duy Quang; Oanh Nguyen Thi; Phuong Hao Le Thi; … - In: Business analyst journal : BAJ 45 (2024) 1, pp. 11-23

Persistent link: https://www.econbiz.de/10015188090

Prediction of COVID-19 Cases in Afghanistan Using ARIMA Model

Haidari, Mujtaba - 2021

from twenty first March 2021 to fifteenth July 2021. The forecasting period is from sixteenth July 2021 for 40 days till … autoregressive integrated moving average ARIMA model has been used to predict future COVID-19 cases. In order to find the best ARIMA … this study are taken from Ministry of Public Health. We found out that ARIMA (0, 2, 1) is best fit model. By using ARIMA (0 …

Persistent link: https://www.econbiz.de/10013215985

When are direct multi-step and iterative forecasts identical?

McElroy, Tucker - In: Journal of forecasting 34 (2015) 4, pp. 315-336

Persistent link: https://www.econbiz.de/10011305168

Univariate forecasting of Indian exchange rates : a comparison

Maitra, Biswajit - In: International journal of computational economics and … 5 (2015) 3, pp. 272-288

Persistent link: https://www.econbiz.de/10011413816

Investigating seasonality, policy intervention and forecasting in the Indian gold futures market : a comparison based on modeling non-constant variance using two different methods

Nargunam, Rupel; Wei, William W. S.; Anuradha, N. - In: Financial innovation : FIN 7 (2021), pp. 1-15

and the ARIMA/GARCH modelling method to compare the forecast performance on the gold futures prices. The results from the … analysis show that while the standard variance transformation method may provide better point forecast values, the ARIMA …/GARCH modelling method provides much shorter forecast intervals. The empirical results of this study which rationalise the effect of …

Persistent link: https://www.econbiz.de/10012617371

Trends in statistically based quarterly cash-flow prediction models

Lorek, Kenneth S. - In: Accounting forum : advancing the interdisciplinary and … 38 (2014) 2, pp. 145-151

Persistent link: https://www.econbiz.de/10010376427

Forecasting daily UK interest rates using continuous time and ARIMA, ARFIMA models

Gough, O.; Nowman, Kalid Ben; Van Dellen, S. - In: The empirical economics letters : a monthly … 12 (2013) 8, pp. 813-824

Persistent link: https://www.econbiz.de/10010363113