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...
Gardado en:
| Main Authors: | , , |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
SpringerOpen
2020-11-01
|
| Series: | Financial Innovation |
| Assuntos: | |
| Acceso en liña: | http://link.springer.com/article/10.1186/s40854-020-00201-5 |
| Tags: |
Engadir etiqueta
Sen Etiquetas, Sexa o primeiro en etiquetar este rexistro!
|