Maximum Overlapping Discrete Wavelet Methods For Modelling The Saudi Stock Exchange

Maximum Overlapping Discrete Wavelet Methods For Modelling The Saudi Stock Exchange

This study forecasts the stock volatility based on wavelet-based generalized autoregressive conditional heteroscedasticity (GARCH) methods. It builds a forecast model based on GARCH methods, autoregressive integrated moving average (ARIMA) method, and maximum overlap discrete wavelet transform (MODW...

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書目詳細資料
主要作者:	T, Alshammari Tariq Saleh
格式:	Thesis
語言:	English
出版:	2023
主題:	QA1 Mathematics (General)
在線閱讀:	http://eprints.usm.my/60278/1/ALSHAMMARI%20TARIQ%20SALEH%20T%20-%20TESIS24.pdf
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