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...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Thesis |
| 語言: | English |
| 出版: |
2023
|
| 主題: | |
| 在線閱讀: | http://eprints.usm.my/60278/1/ALSHAMMARI%20TARIQ%20SALEH%20T%20-%20TESIS24.pdf |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|
成為第一個發表評論!