Cargando...
S&P BSE Sensex and S&P BSE IT return forecasting using ARIMA
Abstract This study forecasts the return and volatility dynamics of S&P BSE Sensex and S&P BSE IT indices of the Bombay Stock Exchange. To achieve the objectives, the study uses descriptive statistics; tests including variance ratio, Augmented Dickey-Fuller, Phillips-Perron, and Kwiatkowski...
Guardado en:
| Autores principales: | , , |
|---|---|
| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
SpringerOpen
2020-11-01
|
| Colección: | Financial Innovation |
| Materias: | |
| Acceso en línea: | http://link.springer.com/article/10.1186/s40854-020-00201-5 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|