Analysis of market efficiency and fractal feature of nasdaq stock exchange: time series modeling and forecasting of stock index using arma-garch model

HIGHLIGHTS

  • who: Mohammad Arashi from the (UNIVERSITY) have published the Article: Analysis of market efficiency and fractal feature of NASDAQ stock exchange: Time series modeling and forecasting of stock index using ARMA-GARCH model, in the Journal: (JOURNAL) of 30/06/2018
  • what: Static models are the models in which the mean and dispersion are constant over time; otherwise the model is considered non-static. This research has been conducted during the period 1971 to 2010 using monthly data for predicting gold price. The authors investigate the efficiency and fractal feature of NASDAQ stock exchange to . . .

     

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