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This book helps to search a suitable model for the daily volume data series of Dhaka Stock Exchange (DSE) and to forecast the future outline. ML - ARCH (Marquardt) method has been used to build up the models for the volume data series by using statistical software's Eviews verson-5. Firstly, we fitted an ARIMA model and observed that there were present heteroskewdastic transactions. Then, we used different ARCH class volatility models but one of them we used intervention shock and selected the ARIMA with EGARCH model. Our findings established that ARIMA with EGARCH model comprises low residual variance and low forecast error for volume data and thus, the modeling concept used in this paper would be useful for the investors or researchers to resolve the future value of share volume.
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Volatility Analysis and Forecasting Volume Data of DSE
Editore:
LAP LAMBERT Academic Publishing Jan 2015, 2015
ISBN 10: 3659683663
ISBN 13: 9783659683664
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Da: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This book helps to search a suitable model for the daily volume data series of Dhaka Stock Exchange (DSE) and to forecast the future outline. ML - ARCH (Marquardt) method has been used to build up the models for the volume data series by using statistical software's Eviews verson-5. Firstly, we fitted an ARIMA model and observed that there were present heteroskewdastic transactions. Then, we used different ARCH class volatility models but one of them we used intervention shock and selected the ARIMA with EGARCH model. Our findings established that ARIMA with EGARCH model comprises low residual variance and low forecast error for volume data and thus, the modeling concept used in this paper would be useful for the investors or researchers to resolve the future value of share volume. 176 pp. Englisch. Codice articolo 9783659683664
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Volatility Analysis and Forecasting Volume Data of DSE
Editore:
LAP LAMBERT Academic Publishing, 2015
ISBN 10: 3659683663
ISBN 13: 9783659683664
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Da: moluna, Greven, Germania
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Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Hossain AhammadAhammad Hossain,Lecturer, Department of Natural Science, Varendra University, Rajshahi, Bangladesh.Educational Background:M.Sc. in Statistics, University of Rajshahi, Rajshahi, BangladeshThis book helps to search a. Codice articolo 158223948
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Volatility Analysis and Forecasting Volume Data of DSE
Editore:
LAP LAMBERT Academic Publishing, 2015
ISBN 10: 3659683663
ISBN 13: 9783659683664
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Da: preigu, Osnabrück, Germania
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Taschenbuch. Condizione: Neu. Volatility Analysis and Forecasting Volume Data of DSE | Ahammad Hossain (u. a.) | Taschenbuch | Englisch | 2015 | LAP LAMBERT Academic Publishing | EAN 9783659683664 | Verantwortliche Person für die EU: preigu GmbH & Co. KG, Lengericher Landstr. 19, 49078 Osnabrück, mail[at]preigu[dot]de | Anbieter: preigu Print on Demand. Codice articolo 113180100
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Volatility Analysis and Forecasting Volume Data of DSE
Editore:
LAP LAMBERT Academic Publishing Jan 2015, 2015
ISBN 10: 3659683663
ISBN 13: 9783659683664
Nuovo
Taschenbuch
Da: buchversandmimpf2000, Emtmannsberg, BAYE, Germania
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Taschenbuch. Condizione: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This book helps to search a suitable model for the daily volume data series of Dhaka Stock Exchange (DSE) and to forecast the future outline. ML - ARCH (Marquardt) method has been used to build up the models for the volume data series by using statistical software's Eviews verson-5. Firstly, we fitted an ARIMA model and observed that there were present heteroskewdastic transactions. Then, we used different ARCH class volatility models but one of them we used intervention shock and selected the ARIMA with EGARCH model. Our findings established that ARIMA with EGARCH model comprises low residual variance and low forecast error for volume data and thus, the modeling concept used in this paper would be useful for the investors or researchers to resolve the future value of share volume.VDM Verlag, Dudweiler Landstraße 99, 66123 Saarbrücken 176 pp. Englisch. Codice articolo 9783659683664
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Volatility Analysis and Forecasting Volume Data of DSE
Editore:
LAP LAMBERT Academic Publishing, 2015
ISBN 10: 3659683663
ISBN 13: 9783659683664
Nuovo
Taschenbuch
Da: AHA-BUCH GmbH, Einbeck, Germania
Valutazione del venditore 5 su 5 stelle
Taschenbuch. Condizione: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - This book helps to search a suitable model for the daily volume data series of Dhaka Stock Exchange (DSE) and to forecast the future outline. ML - ARCH (Marquardt) method has been used to build up the models for the volume data series by using statistical software's Eviews verson-5. Firstly, we fitted an ARIMA model and observed that there were present heteroskewdastic transactions. Then, we used different ARCH class volatility models but one of them we used intervention shock and selected the ARIMA with EGARCH model. Our findings established that ARIMA with EGARCH model comprises low residual variance and low forecast error for volume data and thus, the modeling concept used in this paper would be useful for the investors or researchers to resolve the future value of share volume. Codice articolo 9783659683664
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