Saturday, 30 July 2022

Revised Study of Daily Time Series Data Analysis of Market Prices | Chapter 11 | Current Aspects in Business, Economics and Finance Vol. 2

 

This study aims to shed light on the occurrence of time series traits in the daily stock prices of securities traded on regulated exchanges. In contrast to earlier studies, this one focuses on real prices of traded assets as opposed to index numbers of daily stock market values. The idea of market efficiency and its application to the short-term forecasting of closing values of traded securities are further reasons why this work is significant. Additionally, the study contains evaluations of stock market responses to pandemic impacts (Scherf, Matschke, and Rieger, 2022) as well as approaches for forecast modification.

Author(s) Details:

Jeffrey Jarrett,
University of Rhode Island, US.

Please see the link here: https://stm.bookpi.org/CABEF-V2/article/view/7647

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