Forecasting Financial Markets Indicators

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DC Field	Value	Language
dc.contributor.author	Fatah LEGOUGUI	-
dc.contributor.author	Tarek BENGUESMI	-
dc.date.accessioned	2024-07-03T09:38:45Z	-
dc.date.available	2024-07-03T09:38:45Z	-
dc.date.issued	2024-07-01	-
dc.identifier.issn	2602-5183	-
dc.identifier.uri	https://dspace.univ-ouargla.dz/jspui/handle/123456789/36398	-
dc.description	Journal of Quantitative Economics Studies	en_US
dc.description.abstract	This study aims to estimate the Dubai Financial Market index during the time period from 03 January 2022 to 31 January 2024 in order to predict the future values of the index, as the method of random time series conditional on the Heteroskedasticity of error variations was used. The results of the study showed that the index is predictable in the short term, and the best model that can represent observations is the model ARIMA (1,1,1) – GARCH (1,1)	en_US
dc.language.iso	fr	en_US
dc.relation.ispartofseries	Number 10 /2024;	-
dc.subject	Estimate	en_US
dc.subject	Financial Market Index	en_US
dc.subject	Short Term	en_US
dc.title	Forecasting Financial Markets Indicators	en_US
dc.title.alternative	DFM Index Case Study	en_US
dc.type	Article	en_US
Appears in Collections:	Number 10 /2024

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