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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