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https://dspace.univ-ouargla.dz/jspui/handle/123456789/36398| Title: | Forecasting Financial Markets Indicators |
| Other Titles: | DFM Index Case Study |
| Authors: | Fatah LEGOUGUI Tarek BENGUESMI |
| Keywords: | Estimate Financial Market Index Short Term |
| Issue Date: | 1-Jul-2024 |
| Series/Report no.: | Number 10 /2024; |
| 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) |
| Description: | Journal of Quantitative Economics Studies |
| URI: | https://dspace.univ-ouargla.dz/jspui/handle/123456789/36398 |
| ISSN: | 2602-5183 |
| Appears in Collections: | Number 10 /2024 |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| JQES1028F.pdf | 392,9 kB | Adobe PDF | View/Open |
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